NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE

Autor:	B.L.S. Prakasa Rao
Rok vydání:	2020
Předmět:	Stochastic differential equation fractional Lévy process Trend coefficient Nonparametric statistics Ocean Engineering Linear multiplier Lévy process Noise Kernel method Small noise Applied mathematics Multiplier (economics) Nonparametric estimation Mathematics
Zdroj:	Bulletin of informatics and cybernetics. 52:1-14
ISSN:	0286-522X
DOI:	10.5109/4150376
Popis:	We discuss nonparametric estimation of the linear multiplier in a trend coefficient in models governed by a stochastic differential equation driven by a fractional Lévy process with small noise.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf72349ed4d8cae9a9be722e0d959d9e https://doi.org/10.5109/4150376 Zobrazit plný text záznamu