{"paper":{"title":"Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Kostiantyn Ralchenko, Sergiy Shklyar, Yuliya Mishura","submitted_at":"2018-08-25T12:11:29Z","abstract_excerpt":"The purpose of the article is twofold. Firstly, we review some recent results on the maximum likelihood estimation in the regression model of the form $X_t = \\theta G(t) + B_t$, where $B$ is a Gaussian process, $G(t)$ is a known function, and $\\theta$ is an unknown drift parameter. The estimation techniques for the cases of discrete-time and continuous-time observations are presented. As examples, models with fractional Brownian motion, mixed fractional Brownian motion, and sub-fractional Brownian motion are considered. Secondly, we study in detail the model with two independent fractional Bro"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1808.08417","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}