Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On drift parameter estimation in models with fractional Brownian motion   We consider a stochastic differential equation involving standard and
fractional Brownian motion with unknown drift parameter to be estimated. We
investigate the standard maximum likelihood estimate of the drift parameter,
two non-standard estimates and three estimates for the sequential estimation.
Model strong consistency and some other properties are proved. The linear model
and Ornstein-Uhlenbeck model are studied in detail. As an auxiliary result, an
asymptotic behavior of the fractional derivative of the fractional Brownian
motion is established.

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The categories of this paper are: hep-ex
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The categories of this paper are: cond-mat
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The categories of this paper are: bayes-an
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The categories of this paper are: nucl-ex
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The categories of this paper are: nlin
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The categories of this paper are: gr-qc
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The categories of this paper are: solv-int
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The categories of this paper are: physics
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The categories of this paper are: math-ph
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The categories of this paper are: patt-sol
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The categories of this paper are: q-bio
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The categories of this paper are: q-fin
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The categories of this paper are: dg-ga
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The categories of this paper are: hep-th
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The categories of this paper are: eess
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The categories of this paper are: supr-con