Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion (Q5742554)
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scientific article; zbMATH DE number 7054774
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion |
scientific article; zbMATH DE number 7054774 |
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Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion (English)
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15 May 2019
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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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mixed fractional Brownian motion
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