Asymptotic inference for a linear stochastic differential equation with time delay (Q1962615)
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scientific article; zbMATH DE number 1395963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic inference for a linear stochastic differential equation with time delay |
scientific article; zbMATH DE number 1395963 |
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Asymptotic inference for a linear stochastic differential equation with time delay (English)
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25 April 2002
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likelihood function
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limit theorems for martingales
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local asymptotic mixed normality
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local asymptotic normality
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local asymptotic properties
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local asymptotic quadraticity
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time delay
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maximum likelihood estimator
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