Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852): Difference between revisions
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Revision as of 19:48, 5 March 2024
scientific article; zbMATH DE number 5592125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion |
scientific article; zbMATH DE number 5592125 |
Statements
Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (English)
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8 August 2009
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linear stochastic differential equation
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time delays
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fractional Ornstein-Uhlenbeck type processes
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fractional Brownian motion
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maximum likelihood estimation
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consistency
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local asymptotic normality
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local asymptotic mixed normality
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