In this work, we present the analysis of a mixed weighted fractional Brownian motion,
defined by η t:= B t+ ξ t, where B is a Brownian motion and ξ is an independent weighted …

For the non-ergodic Vasicek model driven by one of two types of Gaussian process $(G_t) _
{t\in [0, T]} $, we obtain the joint asymptotic distribution of the estimations of the three …

The process $(G_t) _ {t\in [0, T]} $ is referred to as a fractional Gaussian process if the first-
order partial derivative of the difference between its covariance function and that of the …

Let B a, b be a weighted-fractional Brownian motion with Hurst indexes a and b such that
a>− 1 and 0≼ b≺ 1∧(1+ a). In this paper, we consider the linear self-attracting diffusion d X …

In this paper, we present several path properties, simulations, inferences, and
generalizations of the weighted sub-fractional Brownian motion. A primary focus is on the …

In this paper, we consider the statistical inference of the drift parameter $\theta $ of non-
ergodic Ornstein-Uhlenbeck~(OU) process driven by a general Gaussian process $(G_t) …

A problem of drift parameter estimation is studied for a nonergodic weighted fractional
Vasicek model defined as $ d {X_ {t}}=\theta (\mu+{X_ {t}}) dt+ d {B_ {t}^{a, b}} $, $ t\ge 0 …

For the covariance function of a Gaussian noise, if its second order mixed partial derivative
can be decomposed into two parts, one of which coincides with that of fractional Brownian …