Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise (Q6176166)
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scientific article; zbMATH DE number 7716613
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| English | Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise |
scientific article; zbMATH DE number 7716613 |
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Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise (English)
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25 July 2023
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nonparametric estimation
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\(G\)-Brownian motion
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small noise
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consistency
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asymptotic distribution
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0.8278746604919434
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0.8178818821907043
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0.804636538028717
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0.787811815738678
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