Asymptotic inference for a linear stochastic differential equation with time delay
type: Item
instance of: scholarly article
title: Asymptotic inference for a linear stochastic differential equation with time delay
zbMATH Open document ID: 0983.62049
DOI: 10.2307/3318560
author: A. A. Gushchin
author: Uwe Küchler
published in: Bernoulli
publication date: 2002-04-25T00:00:00Z
full work available at URL: http://edoc.hu-berlin.de/18452/4474
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 1395963
zbMATH Keywords: likelihood function
zbMATH Keywords: limit theorems for martingales
zbMATH Keywords: local asymptotic mixed normality
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: local asymptotic properties
zbMATH Keywords: local asymptotic quadraticity
zbMATH Keywords: time delay
zbMATH Keywords: maximum likelihood estimator
Wikidata QID: Q115228670
MaRDI profile type: Publication
OpenAlex ID: W2082085221
description: scientific article; zbMATH DE number 1395963