{"title":"Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion","authors":"B. P. Rao","doi":"10.1515/rose-2020-2032","DOIUrl":null,"url":null,"abstract":"Abstract We discuss nonparametric estimation of a trend coefficient in models governed by a stochastic differential equation driven by a sub-fractional Brownian motion with small noise.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"28 1","pages":"113 - 122"},"PeriodicalIF":0.3000,"publicationDate":"2020-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1515/rose-2020-2032","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2020-2032","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 6
Abstract
Abstract We discuss nonparametric estimation of a trend coefficient in models governed by a stochastic differential equation driven by a sub-fractional Brownian motion with small noise.
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