On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations

DOI10.1016/j.jspi.2006.12.001zbMath1130.34058OpenAlexW2007512900MaRDI QIDQ2643294

Vjatscheslav Vasiliev, Uwe Küchler

Publication date: 23 August 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/3378

zbMATH Keywords

sequential analysisstochastic delay differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Inverse problems involving ordinary differential equations (34A55) Sequential estimation (62L12)

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