• Aucun résultat trouvé

Nonparametric Estimation of the Trend in Reflected Fractional SDE

N/A
N/A
Protected

Academic year: 2021

Partager "Nonparametric Estimation of the Trend in Reflected Fractional SDE"

Copied!
11
0
0

Texte intégral

Références

Documents relatifs

The increase in wages thus depends on that of productivity but this link is loosened when the unemployment rate increases As the wage share depends itself on relative evolution

Motivated by the issue of local false discovery rate estimation, we focus here on the estimation of the nonpara- metric unknown component f in the mixture, relying on a

False discovery rate, kernel estimation, local false discovery rate, maximum smoothed likelihood, multiple testing, p -values, semiparametric mixture model.. 1 Laboratoire de

Given the multitude of the theoretical and numerical applications existing in the literature in the field of fractional calculus (fluid mechanics, material resistance,

This paper deals with nonparametric estimators of the drift function b computed from inde- pendent continuous observations, on a compact time interval, of the solution of a

We consider a population model with size structure in continuous time, where individuals are cells which grow continuously and undergo binary divisions after random exponential times

One can recall the works of [33], based on a maximum likelihood approach in the Hall class of distribution functions (see [18]), [7] who use a fixed number of nonparametric

False discovery rate, kernel estimation, local false discovery rate, maximum smoothed likelihood, multiple testing, p -values, semiparametric mixture model.. 1 Laboratoire de