Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion (Q5324852): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1515/rose.2008.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4251868583 / rank | |||
Normal rank | |||
Latest revision as of 09:10, 30 July 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)
0 references
8 August 2009
0 references
linear stochastic differential equation
0 references
time delays
0 references
fractional Ornstein-Uhlenbeck type processes
0 references
fractional Brownian motion
0 references
maximum likelihood estimation
0 references
consistency
0 references
local asymptotic normality
0 references
local asymptotic mixed normality
0 references
0 references
0 references
