Nonparametric regression with subfractional Brownian motion via Malliavin calculus

DOI10.1155/2014/635917zbMath1474.62119OpenAlexW1997356760WikidataQ59040247 ScholiaQ59040247MaRDI QIDQ1724626

Yuquan Cang, Yan Zhang, Jun-Feng Liu

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/635917

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

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• Modelling Nonlinear Relationships between Extended-Memory Variables
• Nonlinear Econometric Models with Deterministically Trending Variables
• Some properties of the sub-fractional Brownian motion

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