Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion
| Year of publication: |
2011
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|---|---|
| Authors: | Mishra, M. ; Rao, B. Prakasa |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 14.2011, 2, p. 101-109
|
| Publisher: |
Springer |
| Subject: | Stochastic differential equation | Trend | Nonparametric estimation | Kernel method | Small noise | Fractional Brownian motion | Primary 62M09 | Secondary 60G15 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149865