Nonparametric Estimation of the Trend in Reflected Fractional SDE
Statistics Theory
2020-09-22 v2 Statistics Theory
Abstract
This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined by a fractional SDE and a Moreau sweeping process.
Keywords
Cite
@article{arxiv.1907.09232,
title = {Nonparametric Estimation of the Trend in Reflected Fractional SDE},
author = {Nicolas Marie},
journal= {arXiv preprint arXiv:1907.09232},
year = {2020}
}
Comments
10 pages