Nonparametric estimation of trend for stochastic processes driven by G-Brownian motion with small noise
DOI10.1007/S11009-023-10045-YzbMATH Open1524.62158OpenAlexW4380083010MaRDI QIDQ6176166FDOQ6176166
Authors: Xuekang Zhang, Shounian Deng, Weiyin Fei
Publication date: 25 July 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-023-10045-y
Nonparametric estimation (62G05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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Cited In (2)
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