Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
type: Item
instance of: scholarly article
title: Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
zbMATH Open document ID: 1274.62563
author: B. L. S. Prakasa Rao
author: Mahendra Nath Mishra
published in: Statistical Inference for Stochastic Processes
publication date: 2012-09-28T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60G05
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 6088192
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: trend
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: kernel method
zbMATH Keywords: small noise
zbMATH Keywords: fractional Brownian motion
MaRDI profile type: Publication
full work available at URL: s11203-010-9051-x
OpenAlex ID: W2081784806
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DOI: 10.1007/S11203-010-9051-X
description: scientific article; zbMATH DE number 6088192