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VMSTA
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Volume 3, Issue 2 (2016)
Large deviations for drift parameter est ...
Modern Stochastics: Theory and Applications
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Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process
Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion
B. L. S. Prakasa Rao
https://doi.org/10.1080/07362994.2017.1338577
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Stochastic Analysis and Applications
Volume 35, Issue 6 (2017), p. 943
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