A simple estimator for discrete-time samples from affine stochastic delay differential equations
Uwe Küchler () and
Michael Sørensen ()
Statistical Inference for Stochastic Processes, 2010, vol. 13, issue 2, pages 125-132
Keywords: Asymptotic normality; Discrete time observation of continuous time models; Stochastic delay differential equation; 62M09; 34K50 (search for similar items in EconPapers)
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