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- W4225422250 abstract "We study the Nadaraya-Watson (N-W) estimator for the drift function of two-sided reflected stochastic processes. We propose a discrete-type N-W estimator and a continuous-type N-W estimator based on the discretely observed processes and continuously observed processes respectively. Under some regular conditions, we obtain the consistency and give the asymptotic distributions for the two estimators. Furthermore, we briefly remark that our method can be applied to the one-sided reflected stochastic processes spontaneously. Numerical studies show that the proposed estimators is adequate for practical use." @default.
- W4225422250 created "2022-05-05" @default.
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- W4225422250 date "2022-04-29" @default.
- W4225422250 modified "2023-09-26" @default.
- W4225422250 title "Nadaraya-Watson estimator for reflected stochastic processes driven by Brownian motions" @default.
- W4225422250 doi "https://doi.org/10.48550/arxiv.2205.00141" @default.
- W4225422250 hasPublicationYear "2022" @default.
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