Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise.

The present paper deals with the problem of nonparametric estimation of the trend for stochastic processes driven by G-Brownian motion with small noise. The consistency, the bound on the rate of convergence, and the asymptotic distribution of the nonparametric estimator are studied. Finally, a numerical example is given to verify our theoretical results. [ABSTRACT FROM AUTHOR]