most citedNonparametric estimation for fractional diffusion processes with random effects

3 citations · 3 across the 1 of their papers we have counts for

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math.ST2019★ 3 cited

Nonparametric estimation for fractional diffusion processes with random effects

M. El Omari, H. El Maroufy, C. Fuchs

We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stocha…