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Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion Cover

Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion

Acta Universitatis Sapientiae, Mathematica
Volume 12 (2020): Issue 1 (July 2020)
By: Abdelmalik Keddi,  Fethi Madani and  Amina Angelika Bouchentouf  
Open Access
|Jul 2020

Authors

Abdelmalik Keddi

malokkeddi@yahoo.com

Laboratory of Stochastic Models, Statistic and Applications, Dr. Moulay Tahar University of Saida, Algeria

Fethi Madani

fethi.madani@univ-saida.dz

Laboratory of Stochastic Models, Statistic and Applications, Dr. Moulay Tahar University of Saida, Algeria

Amina Angelika Bouchentouf

bouchentouf_amina@yahoo.fr

Laboratory of Mathematics, Djillali Liabes University of Sidi Bel Abbes, Algeria
DOI: https://doi.org/10.2478/ausm-2020-0008 | Journal eISSN: 2066-7752
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Language: English
Page range: 128 - 145
Submitted on: Jun 15, 2019
|
Published on: Jul 16, 2020
Published by: Sapientia Hungarian University of Transylvania
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
bifractional Brownian motion,
trend function,
kernel estimator,
stochastic differential equations,
nonparametric estimation
Related subjects:
Mathematics,
General mathematics

© 2020 Abdelmalik Keddi, Fethi Madani, Amina Angelika Bouchentouf, published by Sapientia Hungarian University of Transylvania
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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