Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783)
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scientific article; zbMATH DE number 6088192
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| English | Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 6088192 |
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Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (English)
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28 September 2012
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stochastic differential equation
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trend
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nonparametric estimation
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kernel method
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small noise
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fractional Brownian motion
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0.8977106809616089
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0.8577449321746826
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0.8408923745155334
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