scientific article; zbMATH DE number 7613122

MaRDI QIDQ5045909zbMATH OpenFDO

Authors Prakasa B. L. S. Rao

Publication date 7 November 2022

Full work available at URL https://arxiv.org/abs/2109.10010, https://drive.google.com/file/d/1rX5pJO2gRaSCa3FVN5EQGtsBLNSkvzOj/view?usp=sharing

zbMATH Keywords

nonparametric estimationstochastic differential equationkernel methodLevy processtrend coefficientlinear multiplier

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(5)

• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
• Nonparametric estimation of linear multiplier in stochastic differential equations driven by $\alpha$-stable noise
• Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes
• NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE
• Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5045909)