Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
Statistics Theory
2024-11-12 v1 Probability
Statistics Theory
Abstract
We discuss nonparametric estimation of the trend coefficient in models governed by a stochastic differential equation driven by a multiplicative stochastic volatility.
Keywords
Cite
@article{arxiv.2411.06865,
title = {Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility},
author = {B. L. S. Prakasa Rao},
journal= {arXiv preprint arXiv:2411.06865},
year = {2024}
}