Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
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Publication:2244561
DOI10.1016/J.SPL.2021.109244zbMath1474.60151arXiv2104.01144OpenAlexW3145144624WikidataQ114130498 ScholiaQ114130498MaRDI QIDQ2244561
Publication date: 12 November 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.01144
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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