Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (Q2219834)
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scientific article; zbMATH DE number 7299299
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| English | Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion |
scientific article; zbMATH DE number 7299299 |
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Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion (English)
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21 January 2021
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bifractional Brownian motion
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trend function
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kernel estimator
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stochastic differential equations
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nonparametric estimation
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0.9662619
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0.9622632
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0.96103215
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0.95499706
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0.9371059
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0.9143473
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