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  • Search: subject:"stochastic delay differential equation"
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Year of publication
Subject
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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 1
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Online availability
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Free 8 Undetermined 7
Type of publication
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Book / Working Paper 8 Article 7
Type of publication (narrower categories)
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Working Paper 4 Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Nachschlagewerk 1 Reference book 1
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Language
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English 9 Undetermined 6
Author
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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 1 Shao, Yi 1 Sørensen, Michael 1 Wang, Zhen 1
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Institution
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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 1
Published in...
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SFB 373 Discussion Paper 3 Statistical Inference for Stochastic Processes 3 Discussion papers of interdisciplinary research project 373 2 Economic modelling 1 Journal of mathematical finance 1 Quantitative finance 1 Research Paper Series / Finance Discipline Group, Business School 1 SFB 373 Discussion Papers 1 SFB 649 Discussion Papers 1 Stochastic Processes and their Applications 1
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Source
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RePEc 7 ECONIS (ZBW) 5 EconStor 3
Showing 11 - 15 of 15
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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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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
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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
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Cover Image
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:
Cover Image
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
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