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math.ST2026
Nonparametric estimation of linear multiplier for processes driven by a Hermite process
B. L. S. Prakasa Rao
We study the problem of nonparametric estimation of the linear multiplier function for processes satisfying stochastic differential equations of the type $$dX_t=θ(t) X_tdt…
math.ST2024
Nonparametric estimation of linear multiplier for stochastic differential equations driven by multiplicative stochastic volatility
B. L. S Prakasa Rao
We study the problem of nonparametric estimation of the linear multiplier function for processes satisfying stochastic differential equations of the type $$dX_t= θ(t)X_t d…
math.ST2024
Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion
B. L. S. Prakasa Rao
We study the problem of nonparametric estimation of the linear multiplier function for processes satisfying stochastic differential equations of the type $$dX_t=θ(t)X_tdt+…