Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 60G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G22
@@ Property / Mathematics Subject Classification ID: 60G22 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 60H20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6088192
@@ Property / zbMATH DE Number: 6088192 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trend
@@ Property / zbMATH Keywords: trend / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric estimation
@@ Property / zbMATH Keywords: nonparametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+kernel method
@@ Property / zbMATH Keywords: kernel method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+small noise
@@ Property / zbMATH Keywords: small noise / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fractional Brownian motion
@@ Property / zbMATH Keywords: fractional Brownian motion / rank @@
+Normal rank

Revision as of 12:05, 30 June 2023