scientific article; zbMATH DE number 7288649

zbMath1455.62076MaRDI QIDQ5141649

Fethi Madani, Abdelmalik Keddi, Amina Angelika Bouchentouf

Publication date: 18 December 2020

Full work available at URL: http://www.pvamu.edu/aam/wp-content/uploads/sites/182/2020/12/02_R1317_AAM_Bouchentouf_AB_080519_Published_121020.pdf

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zbMATH Keywords

stochastic differential equationskernel estimatornonparametric estimationtrend functionweighted fractional Brownian motion

Mathematics Subject Classification ID

Density estimation (62G07) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

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Cites Work

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• The quadratic covariation for a weighted fractional Brownian motion
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
• Stochastic calculus with respect to Gaussian processes

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