Nonparametric estimation for random effects models driven by fractional Brownian motion using Hermite polynomials

DOI10.1007/S11203-023-09302-1MaRDI QIDQ6493982

Yousri Slaoui, Unnamed Author, Hamid El Maroufy, Mohamed El Omari

Publication date: 29 April 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Fractional processes, including fractional Brownian motion (60G22) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Nonparametric inference and fuzziness (62G86)

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