Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay
| dc.contributor.author | Gushchin, Alexander A. | |
| dc.contributor.author | Kuchler, Uwe | |
| dc.date.accessioned | 2017-06-15T22:14:00Z | |
| dc.date.available | 2017-06-15T22:14:00Z | |
| dc.date.created | 2006-06-02 | |
| dc.date.issued | 1997-05-21 | |
| dc.identifier.issn | 1436-1086 | |
| dc.identifier.uri | http://edoc.hu-berlin.de/18452/4474 | |
| dc.language.iso | eng | |
| dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
| dc.subject | stochastic differential equations | eng |
| dc.subject | time delay | eng |
| dc.subject | maximum likelihood estimator | eng |
| dc.subject | LAMN | eng |
| dc.subject | LAN | eng |
| dc.subject | LAQ | eng |
| dc.subject | likelihood function | eng |
| dc.subject | limit theorems for martingales | eng |
| dc.subject | local asymptotic properties | eng |
| dc.title | Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay | |
| dc.type | book | |
| dc.identifier.urn | urn:nbn:de:kobv:11-10064248 | |
| dc.identifier.doi | http://dx.doi.org/10.18452/3822 | |
| local.edoc.pages | 37 | |
| local.edoc.type-name | Buch | |
| local.edoc.container-type | series | |
| local.edoc.container-type-name | Schriftenreihe | |
| local.edoc.container-year | 1997 | |
| dc.identifier.zdb | 2135319-0 | |
| bua.series.name | Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes | |
| bua.series.issuenumber | 1997,43 |
