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~isPartOf:"Statistical Inference for Stochastic Processes"
~person:"Küchler, Uwe"
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Affine stochastic delay differential equation
1
Bayes estimator
1
Fractional Brownian motion
1
Local asymptotic normality
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Maximum likelihood estimator
1
Regular variation
1
Stationary Gaussian process
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guaranteed accuracy
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maximum likelihood estimator
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sequential analysis
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stochastic differential equations with memory
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time delay
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Küchler, Uwe
Baran, Sándor
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Breton, A. Le
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Dachian, Sergueï
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Dehay, Dominique
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Statistical Inference for Stochastic Processes
SFB 373 Discussion Paper
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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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Sequential Identification of Linear Dynamic Systems with Memory
Küchler, Uwe
;
Vasiliev, Vyacheslav
- In:
Statistical Inference for Stochastic Processes
8
(
2005
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10005391506
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