{"title":"Nonparametric estimation for periodic stochastic differential equations driven by G-Brownian motion","authors":"Xuekang Zhang , Chengzhe Huang , Shounian Deng","doi":"10.1016/j.spl.2024.110202","DOIUrl":null,"url":null,"abstract":"<div><p>The paper is concerned with the nonparametric estimation problem for periodic stochastic differential equations driven by <span><math><mi>G</mi></math></span>-Brownian motion based on continuous observations. The consistency and asymptotic distribution of the nonparametric estimator are discussed. Computer simulations are performed to illustrate our theory.</p></div>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167715224001718","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
The paper is concerned with the nonparametric estimation problem for periodic stochastic differential equations driven by -Brownian motion based on continuous observations. The consistency and asymptotic distribution of the nonparametric estimator are discussed. Computer simulations are performed to illustrate our theory.
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