TY  - JOUR
AB  - We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random effects and non-random diffusion. We build ordinary kernel estimators and histogram estimators and study their risk (), when . Asymptotic results are evaluated as both and N tend to infinity.
AU  - El Omari, M.*
AU  - El Maroufy, H.*
AU  - Fuchs, C.
C1  - 55640
C2  - 46444
CY  - 2-4 Park Square, Milton Park, Abingdon Or14 4rn, Oxon, England
SP  - 753-769
TI  - Non parametric estimation for fractional diffusion processes with random effects.
JO  - Statistics
VL  - 53
IS  - 4
PB  - Taylor & Francis Ltd
PY  - 2019
SN  - 0323-3944
ER  -