Similar Search Results

On sequential parameter estimation for some linear stochastic diffential equations with time delay

Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998

Persistent link: https://www.econbiz.de/10000998119

Delay estimation for some stationary diffusion-type processes

Küchler, Uwe; Kutoyants, Yu. A. - 1998

Persistent link: https://www.econbiz.de/10000992277

On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations

Küchler, Uwe; Vasiliev, Vjatscheslav A. - 2001

Persistent link: https://www.econbiz.de/10001584012

On parametric statistical models for stationary solutions of affine stochastic delay differential equations

Guščin, Aleksandr A.; Küchler, Uwe - 2001

Persistent link: https://www.econbiz.de/10001659921

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/10009616777

Delay estimation for some stationary diffusion-type processes

Küchler, Uwe; Kutoyants, Yu. A. - 1998

In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay parameter is studied. The observed process is supposed to be the solution of a linear stochastic differential equation with one time delay term. It is shown that these estimators are consistent...

Persistent link: https://www.econbiz.de/10009578018