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On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE - MaRDI portal

On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE

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Publication:6493984

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DOI10.1007/s11203-024-09306-5MaRDI QIDQ6493984

Nicolas Marie

Publication date: 29 April 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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