Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion

DOI10.1016/j.spl.2024.110202MaRDI QIDQ6606017

Chengzhe Huang, Xuekang Zhang, Shounian Deng

Publication date: 16 September 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionconsistencynonparametric estimation\(G\)-Brownian motionperiodic stochastic differential equations

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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