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Nonparametric estimation in fractional SDE |
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| Authors: | Comte Fabienne Marie Nicolas |
| Affiliation: | 1.Laboratoire MAP5, Université Paris Descartes, Paris, France ;2.Laboratoire Modal’X, Université Paris Nanterre, Nanterre, France ;3.ESME Sudria, Paris, France ; |
| Abstract: | Statistical Inference for Stochastic Processes - This paper deals with the consistency and a rate of convergence for a Nadaraya–Watson estimator of the drift function of a stochastic... |
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