Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (Q453783)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 6088192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 6088192 |
Statements
Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion (English)
0 references
28 September 2012
0 references
stochastic differential equation
0 references
trend
0 references
nonparametric estimation
0 references
kernel method
0 references
small noise
0 references
fractional Brownian motion
0 references
0 references
0 references
0 references
