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Nonparametric estimation of trend for SDEs driven by a Gaussian process.
- Source :
-
Communications in Statistics: Theory & Methods . 2024, Vol. 53 Issue 17, p6152-6159. 8p. - Publication Year :
- 2024
-
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. [ABSTRACT FROM AUTHOR]
- Subjects :
- *GAUSSIAN processes
*NONPARAMETRIC estimation
*STOCHASTIC models
Subjects
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 53
- Issue :
- 17
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 178439908
- Full Text :
- https://doi.org/10.1080/03610926.2023.2240917