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Search: subject:"stochastic delay differential equation"
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Stochastischer Prozess
7
Theorie
7
stochastic delay differential equation
6
Analysis
5
Stochastic delay differential equation
5
Stochastic process
5
Theory
5
Mathematical analysis
4
Portfolio selection
3
Portfolio-Management
3
Bayesian estimator
2
Hellinger distance
2
Suchtheorie
2
affine stochastic delay differential equation
2
local asymptotic normality
2
maximum likelihood estimator
2
stationary Gaussian process
2
Affine stochastic delay differential equation
1
Asymptotic normality
1
Bayes estimator
1
Bayes test
1
Cointegration
1
Discrete time observation of continuous time models
1
Distributed delay
1
Fractional Brownian motion
1
Functional Itô's calculus
1
Girsanov formula for diffusion-type processes
1
Girsanov’s theorem
1
Hamilton-Jacobin-Bellman Equation
1
Hellinger integral
1
Ito’s formula
1
Kointegration
1
Large deviation theorems
1
Likelihood ratio
1
Local asymptotic normality
1
Mathematical programming
1
Mathematische Optimierung
1
Maximum likelihood estimator
1
Mean-variance pairs trading
1
Minimax test
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Küchler, Uwe
8
Gushchin, Alexander A.
4
Chiu, Mei Choi
2
Gapeev, Pavel V.
2
Reiß, M.
2
Wong, Hoi Ying
2
Yan, Tingjin
2
A, Chunxiang
1
Gapeev, P. V.
1
Gapeev, Pavel
1
Gushchin, Alexander
1
Lei, Jinzhi
1
Li, Xiong
1
Platen, Eckhard
1
Reiß, Markus
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Shao, Yi
1
Sørensen, Michael
1
Wang, Zhen
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Finance Discipline Group, Business School
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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SFB 373 Discussion Paper
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Statistical Inference for Stochastic Processes
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Economic modelling
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Journal of mathematical finance
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Research Paper Series / Finance Discipline Group, Business School
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SFB 373 Discussion Papers
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SFB 649 Discussion Papers
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Stochastic Processes and their Applications
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RePEc
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ECONIS (ZBW)
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EconStor
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11
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
Saved in:
12
A simple estimator for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe
;
Sørensen, Michael
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 125-132
Persistent link: https://www.econbiz.de/10008456194
Saved in:
13
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10010310340
Saved in:
14
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Gushchin, Alexander A.
;
Küchler, Uwe
-
Sonderforschungsbereich 373, Quantifikation und …
-
2001
Persistent link: https://www.econbiz.de/10010983699
Saved in:
15
On large deviations in testing Ornstein–Uhlenbeck-type models
Gapeev, Pavel
;
Küchler, Uwe
- In:
Statistical Inference for Stochastic Processes
11
(
2008
)
2
,
pp. 143-155
Persistent link: https://www.econbiz.de/10005184584
Saved in:
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