On a calculable Skorokhod’s integral based projection estimator of the drift function in fractional SDE

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 $${\widehat{b}}_m$$ .