ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY
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Publication:2758214
DOI10.1081/SQA-100106052zbMath0985.62065MaRDI QIDQ2758214
Uwe Küchler, Vjatscheslav Vasiliev
Publication date: 23 May 2002
Published in: Sequential Analysis (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sequential estimation (62L12) Markov processes: hypothesis testing (62M02)
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Cites Work
- Introduction to functional differential equations
- Exponential families of stochastic processes
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- Delay Estimation for Some Stationary Diffusion-type Processes
- Langevins stochastic differential equation extended by a time-delayed term