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Statistical inference for discrete-time samples from affine stochastic delay differential equations - MaRDI portal

Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429)

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Statistical inference for discrete-time samples from affine stochastic delay differential equations
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    Statistical inference for discrete-time samples from affine stochastic delay differential equations (English)
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    30 May 2013
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    asymptotic normality
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    composite likelihood
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    consistency
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    discrete time observation of continuous-time models
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    prediction-based estimating functions
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    pseudo-likelihood
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    stochastic delay differential equation
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