On estimation of delay location
DOI10.1007/S11203-011-9060-4zbMATH Open1274.62562OpenAlexW2081937145MaRDI QIDQ644966FDOQ644966
Authors: A. A. Gushchin, Uwe Küchler 
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
Recommendations
- Delay estimation for some stationary diffusion-type processes
- Signal delay estimation in the presence of corrupting parameters
- One-parameter statistical model for linear stochastic differential equation with time delay
- Asymptotic inference for a linear stochastic differential equation with time delay
- ON DELAY ESTIMATION FOR STOCHASTIC DIFFERENTIAL EQUATIONS
fractional Brownian motionmaximum likelihood estimatorregular variationBayes estimatorlocal asymptotic normalitystationary Gaussian processaffine stochastic delay differential equation
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic functional-differential equations (34K50) Continuity and singularity of induced measures (60G30)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Statistical inference for ergodic diffusion processes.
- Title not available (Why is that?)
- Title not available (Why is that?)
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- Stable probability distributions and their domains of attraction: A direct approach
- On cusp estimation of ergodic diffusion process
- Delay estimation for some stationary diffusion-type processes
- On stationary solutions of delay differential equations driven by a Lévy process.
- Statistical Experiments and Decisions
- On the behaviour of the characteristic function of a probability distribution in the neighbourhood of the origin
- ON DELAY ESTIMATION FOR STOCHASTIC DIFFERENTIAL EQUATIONS
- Limits of translation invariant experiments
- A statistically important Gaussian process
- Estimation of cusp location by Poisson observations
- On Smoothness Conditions for Trajectories of Random Functions
- Title not available (Why is that?)
- Asymptotic Analysis of Statistical Estimators for the “Almost Smooth” Case
- Estimation of the Location of the Cusp of a Continuous Density
- A Note on Characteristic Functions
- On Recovery of a Measure from Its Symmetrization
Cited In (7)
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay
- On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion
- Signal delay estimation in the presence of corrupting parameters
- Title not available (Why is that?)
- Delay estimation for some stationary diffusion-type processes
- Affine stochastic functional differential equations and local asymptotic properties of their parameter estimations
- TIME DELAY ESTIMATION
This page was built for publication: On estimation of delay location
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q644966)
