We study the nonparametric Nadaraya-Watson estimator of the drift function for ergodic stochastic processes driven by fractional Brownian motion of Hurst parameter H > 1/2. The estimator is based on the discretely observed stochastic processes. By using the ergodic properties and stochastic integral, we obtain the consistency of the proposed estimator.

翻译：我们研究非参数 Nadaraya-Watson 测量由赫斯特参数H > 1/2的分形布朗运动驱动的ERgodic 随机过程的漂移函数。 估计值以独立观察的随机过程为基础。 通过使用垂直特性和随机集成,我们获得了拟议估计值的一致性。