Nonparametric estimation for fractional diffusion processes with random effects

We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random effects and non-random diffusion. We build ordinary kernel es...

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Bibliographische Detailangaben

Hauptverfasser:	Omari, M. El, Maroufy, H. El, Fuchs, C
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Theory
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