One-parameter statistical model for linear stochastic differential equation with time delay (Q5280375)
From MaRDI portal
scientific article; zbMATH DE number 6750744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-parameter statistical model for linear stochastic differential equation with time delay |
scientific article; zbMATH DE number 6750744 |
Statements
One-parameter statistical model for linear stochastic differential equation with time delay (English)
0 references
20 July 2017
0 references
likelihood function
0 references
local asymptotic normality
0 references
local asymptotic mixed normality
0 references
periodic local asymptotic mixed normality
0 references
local asymptotic quadraticity
0 references
maximum likelihood estimator
0 references
stochastic differential equations
0 references
time delay
0 references
0 references
