Asymptotic inference for a linear stochastic differential equation with time delay

Bernoulli

Volumn 5, Issue 6, 1999, Pages 1059-1098

  Gushchin, Alexander A ^a,b   Kuchler U W E ^a,b  

^a STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Likelihood function; Limit theorems for martingales; Local asymptotic mixed normality; Local asymptotic normality; Local asymptotic properties; Local asymptotic quadraticity; Maximum likelihood estimator; Stochastic differential equations; Time delay

Indexed keywords

EID: 0001863265     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318560     Document Type: Article

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