Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion

Applied Mathematics and Computation (Appl. Math. Comput.), 2020

6 January 2020

Papers citing "Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion"

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$Random effects estimation in a fractional diffusion model based on continuous observations$

Random effects estimation in a fractional diffusion model based on continuous observationsStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (Stat. Inference Stoch. Process.), 2024

143

06 Sep 2024