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A nonparametric estimation method for stochastic differential equation with sub-fractional Brownian motion

Dorota Bochnacka, Darya V. Filatova. A nonparametric estimation method for stochastic differential equation with sub-fractional Brownian motion. In 22nd International Conference on Methods and Models in Automation and Robotics, MMAR 2017, Międzyzdroje, Poland, August 28-31, 2017. pages 437-442, IEEE, 2017. [doi]

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Dorota Bochnacka

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Darya V. Filatova

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