Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay

DOI10.2307/3318729zbMath1008.62080OpenAlexW2077292281WikidataQ115228668 ScholiaQ115228668MaRDI QIDQ5951612

Alexander A. Gushchin, Uwe Küchler

Publication date: 10 April 2003

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1079559466

zbMATH Keywords

stochastic differential equationstime delaysmaximum likelihood estimatorlocal asymptotic mixed normality

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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