On parametric statistical models for stationary solutions of affine stochastic delay differential equations

Year of publication:	2001
Authors:	Gushchin, Alexander A. ; Küchler, Uwe
Institutions:	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
Subject:	affine stochastic delay differential equation \| stationary Gaussian process \| local asymptotic normality \| maximum likelihood estimator \| Bayesian estimator \| Hellinger distance

Extent:	application/pdf
Series:	SFB 373 Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2001,91
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010983699