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]

@inproceedings{BochnackaF17,
  title = {A nonparametric estimation method for stochastic differential equation with sub-fractional Brownian motion},
  author = {Dorota Bochnacka and Darya V. Filatova},
  year = {2017},
  doi = {10.1109/MMAR.2017.8046867},
  url = {https://doi.org/10.1109/MMAR.2017.8046867},
  researchr = {https://researchr.org/publication/BochnackaF17},
  cites = {0},
  citedby = {0},
  pages = {437-442},
  booktitle = {22nd International Conference on Methods and Models in Automation and Robotics, MMAR 2017, Międzyzdroje, Poland, August 28-31, 2017},
  publisher = {IEEE},
  isbn = {978-1-5386-2402-9},
}