On estimation of delay location
| Year of publication: |
2011
|
|---|---|
| Authors: | Gushchin, Alexander ; Küchler, Uwe |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 14.2011, 3, p. 273-305
|
| Publisher: |
Springer |
| Subject: | Affine stochastic delay differential equation | Bayes estimator | Fractional Brownian motion | Local asymptotic normality | Maximum likelihood estimator | Regular variation | Stationary Gaussian process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325265