Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonparametric Estimation for I.I.D. Paths of a Martingale Driven Model
  with Application to Non-Autonomous Fractional SDE   This paper deals with a projection least square estimator of the function
$J_0$ computed from multiple independent observations on $[0,T]$ of the process
$Z$ defined by $dZ_t = J_0(t)d\langle M\rangle_t + dM_t$, where $M$ is a
centered, continuous and square integrable martingale vanishing at $0$. Risk
bounds are established on this estimator and on an associated adaptive
estimator. An appropriate transformation allows to rewrite the differential
equation $dX_t = V(X_t)(b_0(t)dt +\sigma(t)dB_t)$, where $B$ is a fractional
Brownian motion of Hurst parameter $H\in (1/2,1)$, as a model of the previous
type. So, the second part of the paper deals with risk bounds on a
nonparametric estimator of $b_0$ derived from the results on the projection
least square estimator of $J_0$. In particular, our results apply to the
estimation of the drift function in a non-autonomous extension of the
fractional Black-Scholes model introduced in Hu et al. (2003).

8
The categories of this paper are: hep-ex
3
The categories of this paper are: physics
36
The categories of this paper are: cmp-lg
7
The categories of this paper are: hep-th
23
The categories of this paper are: solv-int
11
The categories of this paper are: hep-lat
32
The categories of this paper are: atom-ph
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
6
The categories of this paper are: astro-ph
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The categories of this paper are: acc-phys
12
The categories of this paper are: nucl-th
18
The categories of this paper are: econ
9
The categories of this paper are: nlin