Statistical inference for discrete-time samples from affine stochastic delay differential equations
نویسندگان
چکیده
منابع مشابه
Statistical inference for discrete-time samples from affine stochastic delay differential equations
Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudolikelihood estimators, which are easy to calculate in practice. Also a more general class of prediction-based estimating functions is investigated. In particular, the optimal prediction-based estimating function and the asymptotic properties ...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/11-bej411