We develop the generalized method of moments (GMM) estimation for the parameters of the finitely mixed multi-mixed fractional Ornstein--Uhlenbeck (mmfOU) processes, and analyze the consistency and asymptotic normality of this estimator. We also include some simulations and provide numerical observations considering different statistical errors.

翻译：本文发展了有限混合多混合分数阶Ornstein--Uhlenbeck（mmfOU）过程参数的广义矩估计（GMM）方法，并分析了该估计量的一致性和渐近正态性。我们还进行了若干模拟，并提供了考虑不同统计误差下的数值观测结果。