Nonparametric regression with subfractional Brownian motion via Malliavin calculus
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Publication:1724626
DOI10.1155/2014/635917zbMath1474.62119OpenAlexW1997356760WikidataQ59040247 ScholiaQ59040247MaRDI QIDQ1724626
Yuquan Cang, Yan Zhang, Jun-Feng Liu
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/635917
Nonparametric regression and quantile regression (62G08) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
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