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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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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