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)
References: View references in EconPapers View complete reference list from CitEc
Citations View citations in EconPapers (1) Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:spr:sistpr:v:13:y:2010:i:2:p:125-132
Ordering information: This journal article can be ordered from
Access Statistics for this article
Statistical Inference for Stochastic Processes is currently edited by Denis Bosq
More articles in Statistical Inference for Stochastic Processes from Springer
Series data maintained by Sonal Shukla ().