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Nonparametric Estimation of the Trend in Reflected Fractional SDE

Published 22 Jul 2019 in math.ST and stat.TH | (1907.09232v2)

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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Authors (1)

  1. Nicolas Marie 

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