Scholarlink

<p>We investigate the problem of the nonparametric estimation of the trend coefficient in models governed by a stochastic differential equation driven by a Hermite process with small noise.</p>

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Nonparametric Estimation of Trend for Stochastic Differential Equations Driven by Hermite Processes

  • 期刊论文

  • 发表日期：

    2026年2月17日

查看全文
  • B. L. S. Prakasa Rao

摘要

We investigate the problem of the nonparametric estimation of the trend coefficient in models governed by a stochastic differential equation driven by a Hermite process with small noise.