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

Authors :
B. L. S. Prakasa Rao
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