Héctor ArayaMeryem SlaouiTorres, SoledadSoledadTorres2025-12-062025-12-062021-08-3010.1007/s00180-021-01146-82-s2.0-85113825625https://cris-uv-2.scimago.es/handle/123456789/6929WOS:000691199800001This paper deals with the problem of parameter estimation in a class of stochastic differential equations driven by a fractional Brownian motion with H≥ 1 / 2 and a discontinuous coefficient in the diffusion. Two Bayesian type estimators are proposed for the diffusion parameters based on Markov Chain Monte Carlo and Approximate Bayesian Computation methods.enacceso restringidoComputational MathematicsStatistics And ProbabilityStatistics, Probability And Uncertaintyarticle; early access