Abstract
We discuss nonparametric estimation of trend coefficient in models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with small noise.
AMS SUBJECT CLASSIFICATION (2000):
We discuss nonparametric estimation of trend coefficient in models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with small noise.
AMS SUBJECT CLASSIFICATION (2000):
PDF download + Online access
Issue Purchase
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.
Register now or learn more