Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process
DOI10.1007/s42519-020-00138-zzbMath1458.62190OpenAlexW3103551943WikidataQ115370723 ScholiaQ115370723MaRDI QIDQ2223148
Publication date: 28 January 2021
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-020-00138-z
stochastic differential equationkernel methodnonparametric estimationsmall noisefractional Lévy processtrend coefficient
Processes with independent increments; Lévy processes (60G51) Density estimation (62G07) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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