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

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Sprache: Englisch

Erschienen in: Series: SFB 373 Discussion Paper ; No. 2001,14

Klassifikation: Wirtschaft

Thema: stochastic differential equations
time delay
noisy observations
sequential analysis
least square accuracy

Ereignis: Geistige Schöpfung

(wer): Küchler, Uwe
Vasiliev, Vjatscheslav A.

Ereignis: Veröffentlichung

(wer): Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

(wo): Berlin

(wann): 2001

Handle: http://hdl.handle.net/10419/62749

URN: urn:nbn:de:kobv:11-10048746

Letzte Aktualisierung: 10.03.2025, 11:45 MEZ

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Arbeitspapier

Beteiligte

Küchler, Uwe
Vasiliev, Vjatscheslav A.
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Entstanden

2001

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

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