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On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.; Küchler, Uwe - 2001
Persistent link: https://www.econbiz.de/10001659921
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On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
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Coherent risk measures and good-deal bounds
Jaschke, Stefan R.; Küchler, Uwe - In: Finance and stochastics 5 (2001) 2, pp. 181-200
Persistent link: https://www.econbiz.de/10001571488
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Delay estimation for some stationary diffusion-type processes
Küchler, Uwe; Kutoyants, Yu. A. - 1998
Persistent link: https://www.econbiz.de/10000992277
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On stationary solutions of delay differential equations driven by a Lévy process
Gushchin, Alexander A.; Küchler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000998087
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On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998
Persistent link: https://www.econbiz.de/10000998119
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On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 2001
Persistent link: https://www.econbiz.de/10001584012
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Curved exponential families of stochastic processes and their envelope families
Küchler, Uwe; Sørensen, Michael - In: Annals of the Institute of Statistical Mathematics : AISM 48 (1996) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10007325887
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On estimation of delay location
Gushchin, Alexander; Küchler, Uwe - In: Statistical Inference for Stochastic Processes 14 (2011) 3, pp. 273-305
Persistent link: https://www.econbiz.de/10009325265
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Coherent risk measures and good-deal bounds
Jaschke, Stefan; Küchler, Uwe - In: Finance and stochastics 5 (2001) 2, pp. 181-200
Persistent link: https://www.econbiz.de/10008217150