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~isPartOf:"Statistical Inference for Stochastic Processes"
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Stochastic delay differential equation
2
Affine stochastic delay differential equation
1
Asymptotic normality
1
Bayes estimator
1
Bayes test
1
Discrete time observation of continuous time models
1
Fractional Brownian motion
1
Girsanov formula for diffusion-type processes
1
Hellinger integral
1
Large deviation theorems
1
Likelihood ratio
1
Local asymptotic normality
1
Maximum likelihood estimator
1
Minimax test
1
Neyman–Pearson test
1
Ornstein–Uhlenbeck-type process
1
Primary: 62F05
1
Regular variation
1
Secondary: 62C10
1
Stationary Gaussian process
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guaranteed accuracy
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maximum likelihood estimator
1
sequential analysis
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stochastic differential equations with memory
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time delay
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Undetermined
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Küchler, Uwe
4
Gapeev, Pavel
1
Gushchin, Alexander
1
Sørensen, Michael
1
Vasiliev, Vyacheslav
1
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Statistical Inference for Stochastic Processes
Discussion papers of interdisciplinary research project 373
615
SFB 373 Discussion Paper
14
SFB 373 Discussion Papers
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Statistics & Probability Letters
3
Stochastic Processes and their Applications
3
Finance and stochastics
2
Mathematics and Computers in Simulation (MATCOM)
2
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
Finance and Stochastics
1
Journal of Econometrics
1
Journal of econometrics
1
Research Paper Series / Finance Discipline Group, Business School
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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
Saved in:
2
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:
3
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:
4
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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