Nonparametric estimation of trend for SDEs driven by a Gaussian process

B.L.S. Prakasa Rao

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 17, 6152-6159

Abstract: We discuss nonparametric estimation of the trend coefficient in models governed by a stochastic differential equation driven by a Gaussian process with small noise.

Date: 2024
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DOI: 10.1080/03610926.2023.2240917

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