Nonparametric Estimation of the Trend in Reflected Fractional SDE

Abstract : This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined by a fractional SDE and a Moreau sweeping process.
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Submitted on : Wednesday, November 6, 2019 - 8:19:36 PM
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Nicolas Marie. Nonparametric Estimation of the Trend in Reflected Fractional SDE. Statistics and Probability Letters, Elsevier, In press, 158, pp.108659. ⟨10.1016/j.spl.2019.108659⟩. ⟨hal-02196414v2⟩

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