Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes
Statistics Theory
2022-09-07 v1 Probability
Statistics Theory
Abstract
We investigate the asymptotic properties of a kernel-type nonparametric estimator of the linear multiplier in models governed by a stochastic differential equation driven by a general Gaussian process.
Cite
@article{arxiv.2209.02144,
title = {Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes},
author = {B. L. S. Prakasa Rao},
journal= {arXiv preprint arXiv:2209.02144},
year = {2022}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2109.10010