Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion
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Publication:6596378
DOI10.1080/15326349.2023.2275298MaRDI QIDQ6596378
Publication date: 2 September 2024
Published in: Stochastic Models (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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