On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations (Q2643294)

This paper investigates the problem of parameter estimation for stochastic delay differential equations. By using the so-called correlation method, the authors construct sequential estimation plans on the unknown parameter \(\theta\), based on noisy observation of the delay systems, with preassigned mean square accuracy \(\varepsilon\). The limit behaviour of the duration of the estimation procedure is studied if \(\varepsilon\) tends to zero.