On parametric statistical models for stationary solutions of affine stochastic delay differential equations
| Year of publication: |
2001
|
|---|---|
| Authors: | Gushchin, Alexander A. ; Küchler, Uwe |
| Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
| Subject: | affine stochastic delay differential equation | stationary Gaussian process | local asymptotic normality | maximum likelihood estimator | Bayesian estimator | Hellinger distance |
| Series: | SFB 373 Discussion Paper ; 2001,91 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 725954426 [GVK] hdl:10419/62687 [Handle] RePEc:zbw:sfb373:200191 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010310340