Nonparametric estimation for i.i.d. paths of fractional SDE (Q2243559)
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English | Nonparametric estimation for i.i.d. paths of fractional SDE |
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Nonparametric estimation for i.i.d. paths of fractional SDE (English)
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11 November 2021
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fractional Brownian motion
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nonparametric projection estimator
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stochastic differential equation
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