Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise

被引：0
作者：
Rao, B. L. S. Prakasa [1 ]
机构：
[1] CR Rao Adv Inst Res Math Stat & Comp Sci, Hyderabad, India
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2022年 / 40卷 / 06期
关键词：
Nonparametric estimation; estimation of trend; stochastic differential equation with delay; kernel method of estimation; fractional Brownian motion; MAXIMAL INEQUALITIES;
D O I：
10.1080/07362994.2021.1972815
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We investigate the problem of nonparametric estimation of the trend for stochastic differential equations with delay and driven by a fractional Brownian motion through the method of kernel-type estimation for the estimation of a probability density function.
引用
收藏
页码：967 / 977
页数：11
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