Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process (Q2223148)
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scientific article; zbMATH DE number 7302995
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| English | Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process |
scientific article; zbMATH DE number 7302995 |
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Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process (English)
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28 January 2021
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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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fractional Lévy process
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