On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations

Uwe Küchler and Vjatscheslav A. Vasiliev

No 2001,14, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Keywords: stochastic differential equations; time delay; noisy observations; sequential analysis; least square accuracy (search for similar items in EconPapers)
Date: 2001
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