On estimation of delay location
DOI10.1007/s11203-011-9060-4zbMath1274.62562OpenAlexW2081937145MaRDI QIDQ644966
Uwe Küchler, Alexander A. Gushchin
Publication date: 7 November 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-011-9060-4
fractional Brownian motionregular variationlocal asymptotic normalitymaximum likelihood estimatorBayes estimatorstationary Gaussian processaffine stochastic delay differential equation
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stationary stochastic processes (60G10) Stochastic functional-differential equations (34K50) Continuity and singularity of induced measures (60G30)
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