Delay Estimation for Some Stationary Diffusion-type Processes
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Publication:2742754
DOI10.1111/1467-9469.00197zbMath0976.62083OpenAlexW2001465929MaRDI QIDQ2742754
Uwe Küchler, Yury A. Kutoyants
Publication date: 23 September 2001
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/4391
maximum likelihood estimatorsdiffusion-type processesstochastic differential delay equationsasymptotical efficiencyestimation of delay
Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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