论文标题
一般高斯过程驱动的SDE线性乘数的非参数估计
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes
论文作者
论文摘要
我们研究了由由一般高斯过程驱动的随机微分方程控制的线性乘数的内核型非参数估计器的渐近性能。
We investigate the asymptotic properties of a kernel-type nonparametric estimator of the linear multiplier in models governed by a stochastic differential equation driven by a general Gaussian process.
