Kernel estimators for q-fractional diffusion processes with random effects using q-calculus

DOI10.1080/03610926.2024.2369317MaRDI QIDQ6927895zbMATH OpenFDO

Authors Mondher Damak, Yousri Slaoui

Publication date 18 September 2025

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2024.2369317

Mathematics Subject Classification ID

(q)-calculus and related topics (05A30) Fractional processes, including fractional Brownian motion (60G22) Nonparametric estimation (62G05) Density estimation (62G07)

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Cited in

(2)

• New results of it Itô's formula using q-calculus
• Asymptotic normality and strong consistency for kernel regression estimation in q-calculus

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