Asymptotic inference for a stochastic differential equation with uniformly distributed time delay
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference10 articles.
1. Benke, J.M., Pap, G., 2015, Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. Available on ArXiv: http://arxiv.org/abs/1504.04521.
2. Asymptotic inference for a linear stochastic differential equation with time delay;Gushchin;Bernoulli,1999
3. On stationary solutions of delay differential equations driven by a Lévy process;Gushchin;Stochastic Process. Appl.,2000
4. On parametric statistical models for stationary solutions of affine stochastic delay differential equations;Gushchin;Math. Methods Statist.,2003
5. Limit Theorems for Stochastic Processes;Jacod,2003
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