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}
翻译:本文用于对带有漂移的混合分数 Ornstein- Uhlenbeck 过程的参数估计。 最大相似性动画仪的大型样本非现性属性是用 Laplace 变换计算法或Cameron- Martin 公式推算的,该公式有\ cite{CK19} 的附加部分 。