Parametric estimation of a diffusion process with delays

zbMath0757.62042MaRDI QIDQ1190303

Tahar Mourid, Yury A. Kutoyants, Denis Bosq

Publication date: 27 September 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_1_95_0

zbMATH Keywords

convergenceautoregressive processminimax boundasymptotic properties of the likelihood processcontinuous-time stochastic processdiffusion process with delays

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Adaptive estimation for affine stochastic delay differential equations