Abstract

The paper is concerned with the nonparametric estimation problem for periodic stochastic differential equations driven by G-Brownian motion based on continuous observations. The consistency and asymptotic distribution of the nonparametric estimator are discussed. Computer simulations are performed to illustrate our theory.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call