Estimation of the trend function and auto-covariance for spatial models
Sign Up to like & getrecommendations! Published in 2019 at "Comptes Rendus Mathematique"
DOI: 10.1016/j.crma.2019.11.002
Abstract: Abstract We first establish, through a Berry–Esseen-type bound, the asymptotic normality of a local linear estimate of the regression function in a fixed design setting when the errors are stationary isotropic spatial random fields. On… read more here.
Keywords: covariance spatial; estimation trend; function auto; auto covariance ... See more keywords
Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
Sign Up to like & getrecommendations! Published in 2020 at "Random Operators and Stochastic Equations"
DOI: 10.1515/rose-2020-2032
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. read more here.
Keywords: estimation trend; driven sub; fractional brownian; stochastic differential ... See more keywords