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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.

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