期刊论文详细信息
Acta Universitatis Sapientiae: Mathematica | |
Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion | |
Bouchentouf Amina Angelika1  Madani Fethi2  Keddi Abdelmalik2  | |
[1] Laboratory of Mathematics, Djillali Liabes University of Sidi Bel Abbes, B. P. 89, Sidi Bel Abbes 22000, Algeria;Laboratory of Stochastic Models, Statistic and Applications, Dr. Moulay Tahar University of SaidaB. P. 138, En-Nasr, Saida 20000, Algeria; | |
关键词: bifractional brownian motion; trend function; kernel estimator; stochastic differential equations; nonparametric estimation; 62m09; 60g15; | |
DOI : 10.2478/ausm-2020-0008 | |
来源: DOAJ |
【 授权许可】
Unknown