ESTIMATING THE DELAY TIME IN AFFINE STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
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Publication:5697084
DOI10.1142/S0219691304000664zbMath1071.62074MaRDI QIDQ5697084
Publication date: 17 October 2005
Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)
Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cites Work
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