A Note On Inference for the Mixed Fractional Ornstein-Uhlenbeck Process with Drift


Abstract in English

This paper is devoted to parameter estimation of the mixed fractional Ornstein-Uhlenbeck process with a drift. Large sample asymptotical properties of the Maximum Likelihood Estimator is deduced using the Laplace transform computations or the Cameron-Martin formula with extra part from cite{CK19}

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