On estimation of delay location

Alexander Gushchin and Uwe Küchler ()

Statistical Inference for Stochastic Processes, 2011, vol. 14, issue 3, 273-305

Keywords: Affine stochastic delay differential equation; Bayes estimator; Fractional Brownian motion; Local asymptotic normality; Maximum likelihood estimator; Regular variation; Stationary Gaussian process; 62M09; 34K50; 60G10; 60G30; 62F12 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11203-011-9060-4

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