### Optimal estimation of a signal perturbed by a mixed fractional Brownian motion

**B.L.S. Prakasa Rao**

*Theory of Stochastic Processes*

*Vol.22 (38), no.2, 2017, pp.62-68*

We consider the problem of optimal estimation of the vector parameter θ of the drift term in a mixed fractional Brownian motion. We obtain the maximum likelihood estimator as well as the Bayesian estimator when the prior distribution is Gaussian.