NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE

DOI10.5109/4150376zbMath1473.62111OpenAlexW3120529073MaRDI QIDQ3383268

B. L. S. Prakasa Rao

Publication date: 23 September 2021

Published in: Bulletin of informatics and cybernetics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5109/4150376

zbMATH Keywords

stochastic differential equationkernel methodlinear multipliernonparametric estimationsmall noisefractional Lévy processtrend coefficient

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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