Abstract We propose a nonparametric estimation of random effects from the following small fractional diffusions βi is random variable and is are standard fractional Brownian motions with a common known Hurst index The asymptotic behavior of the proposed estimators is established when ε and N are, respectively, sufficiently small and large.

中文翻译：

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具有随机效应的小分数扩散过程的非参数估计

摘要 我们提出了来自以下小分数扩散的随机效应的非参数估计 βi 是随机变量，并且是具有公知赫斯特指数的标准分数布朗运动 当 ε 和 N 分别足够小和大。