On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
| Year of publication: |
2001
|
|---|---|
| Authors: | Küchler, Uwe ; Vasiliev, Vjatscheslav A. |
| Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
| Subject: | stochastic differential equations | time delay | noisy observations | sequential analysis | least square accuracy |
| Series: | SFB 373 Discussion Paper ; 2001,14 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 723945683 [GVK] hdl:10419/62749 [Handle] RePEc:zbw:sfb373:200114 [RePEc] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010310401