Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion
DOI10.2478/ausm-2020-0008zbMath1457.62100OpenAlexW3058723912MaRDI QIDQ2219834
Abdelmalik Keddi, Amina Angelika Bouchentouf, Fethi Madani
Publication date: 21 January 2021
Published in: Acta Universitatis Sapientiae. Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/ausm-2020-0008
stochastic differential equationskernel estimatornonparametric estimationbifractional Brownian motiontrend function
Density estimation (62G07) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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