Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Parameter estimation for Gaussian processes with application to the
  model with two independent fractional Brownian motions   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 Brownian motions and apply
the general results mentioned above to this model.

5
The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas
37
The categories of this paper are: supr-con
32
The categories of this paper are: atom-ph
10
The categories of this paper are: q-bio
30
The categories of this paper are: q-alg
31
The categories of this paper are: ao-sci
4
The categories of this paper are: cond-mat
9
The categories of this paper are: nlin
18
The categories of this paper are: econ
1
The categories of this paper are: cs
0
The categories of this paper are: hep-ph
15
The categories of this paper are: nucl-ex
19
The categories of this paper are: eess
6
The categories of this paper are: astro-ph
12
The categories of this paper are: nucl-th