scientific article; zbMATH DE number 7407411

zbMath1488.60101MaRDI QIDQ5155424

Marat I. Kusainov, Vjatscheslav Vasiliev, Tatiana V. Dogadova

Publication date: 6 October 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsautoregressive processesdynamic systemsrisk functionstochastic differential equations with time delayguaranteed parameter estimationadaptive optimal prediction

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Diffusion processes (60J60) Stable stochastic processes (60G52) Prediction theory (aspects of stochastic processes) (60G25)

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