On multi-step estimation of delay for SDE

DOI10.3150/20-BEJ1301zbMath1472.34141arXiv2010.07624OpenAlexW3163617517MaRDI QIDQ2040107

Yury A. Kutoyants

Publication date: 9 July 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.07624

zbMATH Keywords

delay estimationstochastic pantograph equationone-step MLEone-step MDEtwo-step MLE

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Stochastic functional-differential equations (34K50)

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