Asymptotic properties of the volatility estimator from high frequency   data modeled by mixed fractional Brownian motion
  Properties of mixed fractional Brownian motion has been discussed by Cheridito (2001) and Zili (2006). We have proposed an estimator of volatility parameter for a model driven by MFBM. In our article we have shown that the estimator has some desirable asymptotic properties. 
Ananya Lahiri
math.ST stat.TH