Nonparametric estimation for small fractional diffusion processes with random effects

DOI10.1080/07362994.2020.1765801zbMath1460.62047OpenAlexW3027503293MaRDI QIDQ4964392

Hamid El Maroufy, El Omari Mohamed

Publication date: 2 March 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2020.1765801

zbMATH Keywords

fractional Brownian motionnonparametric estimationrandom effects modeldensity estimatorsmall fractional diffusion

Mathematics Subject Classification ID

Density estimation (62G07) Fractional processes, including fractional Brownian motion (60G22) Diffusion processes (60J60)

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