Asymptotic inference for a linear stochastic differential equation with time delay

DOI10.2307/3318560zbMath0983.62049OpenAlexW2082085221WikidataQ115228670 ScholiaQ115228670MaRDI QIDQ1962615

Alexander A. Gushchin, Uwe Küchler

Publication date: 25 April 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/4474

zbMATH Keywords

time delaylocal asymptotic normalitymaximum likelihood estimatorlikelihood functionlocal asymptotic mixed normalitylocal asymptotic propertieslocal asymptotic quadraticitylimit theorems for martingales

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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