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Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise
- Source :
- Stochastic Analysis and Applications. 40:967-977
- Publication Year :
- 2021
- Publisher :
- Informa UK Limited, 2021.
-
Abstract
- 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 est...
Details
- ISSN :
- 15329356 and 07362994
- Volume :
- 40
- Database :
- OpenAIRE
- Journal :
- Stochastic Analysis and Applications
- Accession number :
- edsair.doi...........bf34d9026e70696fbbcba166239261ac
- Full Text :
- https://doi.org/10.1080/07362994.2021.1972815