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Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion
In this article, we investigate the nonparametric Nadaraya-Watson estimator for the drift function of stochastic differential equations driven by fractional Brownian motion of the Hurst parameter H...
期刊介绍：
Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.
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