One-parameter statistical model for linear stochastic differential equation with time delay (Q5280375)
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scientific article; zbMATH DE number 6750744
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| English | One-parameter statistical model for linear stochastic differential equation with time delay |
scientific article; zbMATH DE number 6750744 |
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One-parameter statistical model for linear stochastic differential equation with time delay (English)
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20 July 2017
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likelihood function
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local asymptotic normality
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local asymptotic mixed normality
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periodic local asymptotic mixed normality
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local asymptotic quadraticity
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maximum likelihood estimator
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stochastic differential equations
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time delay
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0.9165220856666564
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0.8687652349472046
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0.8207292556762695
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0.8141218423843384
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