Nonparametric estimation for small fractional diffusion processes with random effects (Q4964392)
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scientific article; zbMATH DE number 7316803
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| English | Nonparametric estimation for small fractional diffusion processes with random effects |
scientific article; zbMATH DE number 7316803 |
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Nonparametric estimation for small fractional diffusion processes with random effects (English)
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2 March 2021
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density estimator
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fractional Brownian motion
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nonparametric estimation
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random effects model
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small fractional diffusion
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0.9105979204177856
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0.8019402623176575
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0.7980042695999146
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0.7885763645172119
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