{"title":"次分数布朗运动驱动的随机微分方程趋势的非参数估计","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":"{\"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}","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}
Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion
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.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
