Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (Q778250): Difference between revisions
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Revision as of 05:35, 10 February 2024
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| English | Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion |
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Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion (English)
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2 July 2020
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linear stochastic differential equation
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trend coefficient
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nonparametric estimation
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kernel method
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small noise
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sub-fractional Brownian motion
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