Terminal-Dependent Statistical Inferences for FBSDE
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Publication:5416840
DOI10.1080/07362994.2013.852068zbMath1311.62022OpenAlexW2023184527MaRDI QIDQ5416840
Publication date: 15 May 2014
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2013.852068
semiparametric estimationforward-backward stochastic differential equationintegral form equationterminal control variableterminal-dependency
Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)
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