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, 125-132

Keywords: Asymptotic normality; Discrete time observation of continuous time models; Stochastic delay differential equation; 62M09; 34K50 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11203-010-9042-y

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