Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion

Acta Universitatis Sapientiae: Mathematica

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