Parametric Estimation for Processes Driven by Infinite Dimensional Mixed Fractional Brownian Motion

03/09/2021

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by   B. L. S. Prakasa Rao, et al.

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Parametric and nonparametric inference for stochastic processes driven by a fractional Brownian motion were investigated in Mishura (2008) and Prakasa Rao(2010) among others. Similar problems for processes driven by an infinite dimensional fractional Brownian motion were studied in Prakasa Rao (2004,2013), Cialenco (2009) and others. Parametric estimation for processes driven by infinite dimensional mixed fractional Brownian motion is discussed in this article.