Non parametric estimation for fractional diffusion processes with random effects (Q5384666)
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scientific article; zbMATH DE number 7072660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non parametric estimation for fractional diffusion processes with random effects |
scientific article; zbMATH DE number 7072660 |
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Non parametric estimation for fractional diffusion processes with random effects (English)
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24 June 2019
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random effects model
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fractional Brownian motion
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nonparametric estimation
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density estimator
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histogram estimator
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