Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion |
scientific article |
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Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (English)
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28 September 2012
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stochastic differential equation
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trend
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nonparametric estimation
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kernel method
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small noise
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fractional Brownian motion
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