On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
| Year of publication: |
2001
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|---|---|
| Authors: | Küchler, Uwe ; Vasiliev, Vjatscheslav A. |
| Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
| Subject: | stochastic differential equations | time delay | noisy observations | sequential analysis | least square accuracy |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2001,14 |
| Source: |
Persistent link: https://www.econbiz.de/10010983684