Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for discrete-time samples from affine stochastic delay differential equations |
scientific article |
Statements
Statistical inference for discrete-time samples from affine stochastic delay differential equations (English)
0 references
30 May 2013
0 references
asymptotic normality
0 references
composite likelihood
0 references
consistency
0 references
discrete time observation of continuous-time models
0 references
prediction-based estimating functions
0 references
pseudo-likelihood
0 references
stochastic delay differential equation
0 references
