Browsing by Author "Sørensen, Michael"

Now showing items 1-2 of 2

2006-02-02Buch

A Note on Limit Theorems for Multivariate Martingales

Küchler, Uwe; Sørensen, Michael

Multivariate versions of the law of large numbers and the central limit theorem for martingales are given in a generality that is often necessary when studying statistical inference for stochastic process models. To ...
2009-07-02Buch

Statistical inference for discrete-time samples from affine stochastic delay differential equations

Küchler, Uwe; Sørensen, Michael

Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. ...