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Acta Universitatis Sapientiae, Mathematica
Volume 12 (2020): Issue 1 (July 2020)
Open Access
Nonparametric estimation of trend function for stochastic differential equations driven by a bifractional Brownian motion
Abdelmalik Keddi
Abdelmalik Keddi
,
Fethi Madani
Fethi Madani
and
Amina Angelika Bouchentouf
Amina Angelika Bouchentouf
| Jul 16, 2020
Acta Universitatis Sapientiae, Mathematica
Volume 12 (2020): Issue 1 (July 2020)
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Published Online:
Jul 16, 2020
Page range:
128 - 145
Received:
Jun 15, 2019
DOI:
https://doi.org/10.2478/ausm-2020-0008
Keywords
bifractional Brownian motion
,
trend function
,
kernel estimator
,
stochastic differential equations
,
nonparametric estimation
© 2020 Abdelmalik Keddi et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Abdelmalik Keddi
Laboratory of Stochastic Models, Statistic and Applications, Dr. Moulay Tahar University of Saida
Algeria
Fethi Madani
Laboratory of Stochastic Models, Statistic and Applications, Dr. Moulay Tahar University of Saida
Algeria
Amina Angelika Bouchentouf
Laboratory of Mathematics, Djillali Liabes University of Sidi Bel Abbes
Algeria