This paper deals with a Skorokhod's integral based projection type estimator $\widehat b_m$ of the drift function $b_0$ computed from $N\in\mathbb N^*$ independent copies $X^1,\dots,X^N$ of the solution $X$ of $dX_t = b_0(X_t)dt +\sigma dB_t$, where $B$ is a fractional Brownian motion of Hurst index $H\in (1/2,1)$. Skorokhod's integral based estimators cannot be calculated directly from $X^1,\dots,X^N$, but in this paper an $\mathbb L^2$-error bound is established on a calculable approximation of $\widehat b_m$.

翻译：本文研究基于Skorokhod积分的投影型估计量 $\widehat b_m$，该估计量用于估计漂移函数 $b_0$，由 $N\in\mathbb N^*$ 个独立副本 $X^1,\dots,X^N$（来自满足 $dX_t = b_0(X_t)dt +\sigma dB_t$ 的解 $X$）计算得出，其中 $B$ 是Hurst指数 $H\in (1/2,1)$ 的分数布朗运动。基于Skorokhod积分的估计量无法直接从 $X^1,\dots,X^N$ 计算，但本文建立了 $\widehat b_m$ 的可计算逼近的 $\mathbb L^2$ 误差界。