应用数学2024，Vol.37Issue(4)：885-892,8.
第二类分数布朗运动驱动的随机过程中趋势函数的非参数估计
Nonparametric Estimation of the Trend Function for Stochastic Processes Driven by Fractional Brownian Motion of the Second Kind
摘要
Abstract
The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of convergence,and the asymptotic normality of the kernel-type estimator are discussed.Besides,we prove that the rate of convergence of the kernel-type estimator depends on the smoothness of the trend of the nonperturbed system.关键词
非参数估计/分数布朗运动/相合性/渐近正态性Key words
Nonparametric estimation/Fractional Brownian motion/Uniform consis-tency/Asymptotic normality分类
数理科学引用本文复制引用
汪义汉,张雪康..第二类分数布朗运动驱动的随机过程中趋势函数的非参数估计[J].应用数学,2024,37(4):885-892,8.基金项目
Supported by the National Natural Science Foundation of China(12101004),the Natural Science Research Project of Anhui Educational Committee(2023AH030021),the Research Startup Foundation for Introducing Talent of Anhui Polytechnic University(2020YQQ064) （12101004）
