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

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

Creator	Creator Name B.L.S. Prakasa Rao Affiliation Affiliation Name Advanced Institute of Mathematics, Statistics, and Computer Science, Hyderabad, India
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2020
Source Title	Bulletin of informatics and cybernetics
Vol	52
Issue	3
First Page	1
Last Page	14
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/4150376
Abstract	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.

File	FileType	Size	Views	Description
BIC-52-3	pdf	126 KB	315

PISSN	0286-522X
EISSN	2435-743X
NCID	AA10634475
Record ID	4150376
Peer-Reviewed	Refereed
Subject Terms	Stochastic differential equation
	Linear multiplier
	Trend coefficient
	Nonparametric estimation
	Kernel method
	Small noise
	fractional Lévy process
Created Date	2021.01.04
Modified Date	2021.01.04