Abstract
We discuss nonparametric estimation of a trend coefficient in models governed by a stochastic differential equation driven by a sub-fractional Brownian motion with small noise.
Funding statement: This work was done with support under the scheme “INSA Senior Scientist” of the Indian National Science Academy at the CR Rao Advanced Institute for Mathematics, Statistics and Computer Science, Hyderabad 500046, India.
Acknowledgements
The author thanks the referee for the suggestions to improve the presentation.
References
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