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

B.L.S. Prakasa Rao 九州大学

2020

概要

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.

参考文献

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14

B. Prakasa Rao

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Lett., 2019, 151: 8-16.

Received November 9, 2020

Revised December 21, 2020

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