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~isPartOf:"Statistical Inference for Stochastic Processes"
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Stochastic delay differential equation
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Affine stochastic delay differential equation
1
Asymptotic normality
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Bayes estimator
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Bayes test
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Discrete time observation of continuous time models
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Fractional Brownian motion
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Küchler, Uwe
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Gapeev, Pavel
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Gushchin, Alexander
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Sørensen, Michael
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Statistical Inference for Stochastic Processes
Research Paper Series / Finance Discipline Group, Business School
356
Working Paper Series / Finance Discipline Group, Business School
198
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
93
PhD Thesis
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SFB 373 Discussion Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Stochastic Processes and their Applications
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Quantitative Finance Research Centre Research Paper
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Finance and Stochastics
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ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
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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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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
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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
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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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