Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
DOI10.1515/ROSE-2020-2032zbMATH Open1443.62237OpenAlexW3028803716MaRDI QIDQ778250FDOQ778250
Authors: B. L. S. Prakasa Rao 
Publication date: 2 July 2020
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose-2020-2032
nonparametric estimationkernel methodsmall noiselinear stochastic differential equationsub-fractional Brownian motiontrend coefficient
Density estimation (62G07) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Non-Markovian processes: estimation (62M09) Fractional processes, including fractional Brownian motion (60G22) PDEs with randomness, stochastic partial differential equations (35R60)
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Cited In (7)
- Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion
- Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion
- Nonparametric estimation of the trend in reflected fractional SDE
- Fractional processes and their statistical inference: an overview
- Maximum likelihood estimation for sub-fractional Vasicek model
- Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
- Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations
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