Maximum likelihood estimator for mixed fractional Vasicek process
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In this paper, we will study asymptotical properties of the unknown parameter in the drift terms of the mixed fractional Brownian motion Vasicek process. The fundamental martingale and Laplace transform will be the main tools for our analysis. At the same time, we complete the strong consistency of MLE of the drift parameter in mixed fractional Brownian motion which has not analyzed
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