“…Some applications of such models in finance are presented in Prakasa Rao (2015 a,b). For related work on parametric inference for processes driven by mfBm, see Marushkevych (2016), Rudomino-Dusyatska (2003), Song and Lin (2014), Mishra and Prakasa Rao (2017), Prakasa Rao (2009) and Miao (2010) among others. Nonparametric estimation of the trend coefficient in models governed by stochastic differential equations driven by a mixed fractional Brownian motion is investigated in Prakasa Rao (2018b).…”