# Nonparametric Estimation of the Trend in Reflected Fractional SDE

## TL;DR

This paper investigates the statistical properties of a nonparametric estimator for the trend component in a reflected fractional stochastic differential equation, focusing on consistency, convergence rate, and asymptotic distribution.

## Contribution

It introduces a new nonparametric estimation method for the trend in reflected fractional SDEs and analyzes its theoretical properties.

## Key findings

- Estimator is consistent under certain conditions
- Derived the rate of convergence for the estimator
- Established the asymptotic distribution of the estimator

## Abstract

This paper deals with the consistency, a rate of convergence and the asymptotic distribution of a nonparametric estimator of the trend in the Skorokhod reflection problem defined by a fractional SDE and a Moreau sweeping process.