Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
type: Item
instance of: scholarly article
title: Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
zbMATH Open document ID: 1443.62237
published in: Random Operators and Stochastic Equations
publication date: 2020-07-02T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 7216779
zbMATH Keywords: linear stochastic differential equation
zbMATH Keywords: trend coefficient
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: kernel method
zbMATH Keywords: small noise
zbMATH Keywords: sub-fractional Brownian motion
author: B. L. S. Prakasa Rao
MaRDI profile type: Publication
full work available at URL: rose-2020-2032
OpenAlex ID: W3028803716
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DOI: 10.1515/ROSE-2020-2032
description: scientific article; zbMATH DE number 7216779