Kernel estimators for q-fractional diffusion processes with random effects using q-calculus

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Communications in Statistics - Theory and Methods Pub Date : 2024-07-11 DOI:10.1080/03610926.2024.2369317

Imen Badrani, Mondher Damak, Yousri Slaoui

引用次数: 0

Abstract

The main purpose of this article is to investigate the kernel estimators for a class of q-analog of fractional stochastic differential equations (q-FSDE) with random effects. Using q-calculus, we f...

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使用 q 微积分对具有随机效应的 q 分数扩散过程进行核估计

本文的主要目的是研究一类具有随机效应的 q-analog 分数随机微分方程（q-FSDE）的核估计子。通过使用 q 微积分，我们得出...

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来源期刊

Communications in Statistics - Theory and Methods 数学-统计学与概率论

CiteScore

2.00

自引率

12.50%

发文量

320

审稿时长

7.5 months

期刊介绍： The Theory and Methods series intends to publish papers that make theoretical and methodological advances in Probability and Statistics. New applications of statistical and probabilistic methods will also be considered for publication. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.