Adaptive estimation for affine stochastic delay differential equations
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Publication:1767483
DOI10.3150/bj/1110228243zbMath1059.62089OpenAlexW2149727377MaRDI QIDQ1767483
Publication date: 11 March 2005
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3150/bj/1110228243
Density estimation (62G07) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of functional analysis in probability theory and statistics (46N30)
Related Items (5)
Statistical inference for discrete-time samples from affine stochastic delay differential equations ⋮ Parameter estimation for rough differential equations ⋮ Parameter estimation for the stochastic SIS epidemic model ⋮ Stability of highly nonlinear hybrid stochastic integro-differential delay equations ⋮ Nonlinear estimation for linear inverse problems with error in the operator
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