Delay estimation for some stationary diffusion-type processes
Year of publication: |
1998
|
---|---|
Authors: | Küchler, Uwe ; Kutoyants, Yuri A. |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Stochastic Differential Delay Equations | Diffusion-type process | Estimation of Delay | Asymptotic Properties for Large Sample Size | Asymptotic Efficiency |
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