On multi-step estimation of delay for SDE

We consider the problem of delay estimation by observations solutions several SDEs. It is known that MLEs for these models are consistent and asymptotically normal, but likelihood ratio functions not differentiable w.r.t. parameter, therefore numerical calculation encounter certain difficulties. propose One-step Two-step MLEs, whose has no such problems provide an estimator equivalent to MLE. These constructions realized in two or three steps. First, we construct preliminary estimators which efficient. Then use a modified Fisher-score device obtain MLEs. suppose its realization much more simple. Stochastic Pantograph equation introduced related statistical discussed.