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Abstract We discuss nonparametric estimation of a trend coefficient in models governed by a stochastic differential equation driven by a sub-fractional Brownian motion with small noise. Click to show full abstract
Abstract We discuss nonparametric estimation of a trend coefficient in models governed by a stochastic differential equation driven by a sub-fractional Brownian motion with small noise.
Keywords:
estimation trend;
driven sub;
fractional brownian;
stochastic differential;
nonparametric estimation;
sub fractional
Journal Title: Random Operators and Stochastic Equations
Year Published: 2020
Link to full text (if available)
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Journal Title: Random Operators and Stochastic Equations
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!