Nonparametric estimation of the trend in reflected fractional SDE
DOI10.1016/j.spl.2019.108659zbMath1436.62113arXiv1907.09232OpenAlexW2964300173WikidataQ127003224 ScholiaQ127003224MaRDI QIDQ2288811
Publication date: 20 January 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.09232
fractional Brownian motionnonparametric estimationtrend estimationsweeping processSkorokhod reflection problemstochastic differential equations (SDE)
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites Work
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