v1v2 (latest)
Nonparametric Estimation of the Trend in Reflected Fractional SDE
Statistics and Probability Letters (Stat. Probab. Lett.), 2019
Abstract
This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined by a fractional SDE and a Moreau sweeping process.
View on arXivComments on this paper
