Non parametric estimation for fractional diffusion processes with random effects (Q5384666)

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scientific article; zbMATH DE number 7072660
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Non parametric estimation for fractional diffusion processes with random effects
scientific article; zbMATH DE number 7072660

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    Non parametric estimation for fractional diffusion processes with random effects (English)
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    24 June 2019
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    random effects model
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    fractional Brownian motion
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    nonparametric estimation
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    density estimator
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    histogram estimator
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