On parametric statistical models for stationary solutions of affine stochastic delay differential equations

Alexander Gushchin and Uwe Küchler

No 2001,91, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Keywords: affine stochastic delay differential equation; stationary Gaussian process; local asymptotic normality; maximum likelihood estimator; Bayesian estimator; Hellinger distance (search for similar items in EconPapers)
Date: 2001
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