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math.ST2024
Uniform Convergence Rate of the Nonparametric Estimator for Integrated Diffusion Processes
Shaolin Ji, Linlin Zhu
The nonparametric estimation of integrated diffusion processes has been extensively studied, with most existing research focusing on pointwise convergence. This paper is the first…
math.ST2024
Nonparametric estimation of FBSDEs with random terminal time
Shaolin Ji, Chenyao Yu, Linlin Zhu
This paper investigates the nonparametric estimation of the functional coefficients of the FBSDEs with random terminal time, including the local constant and local linear estimator…