Arbeitspapier
On sequential parameter estimation for some linear stochastic differential equations with time delay
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 1998,93
- Classification
-
Wirtschaft
- Event
-
Geistige Schöpfung
- (who)
-
Küchler, Uwe
Vasiliev, Vjatscheslav A.
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
1998
- Handle
- URN
-
urn:nbn:de:kobv:11-10060648
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Küchler, Uwe
- Vasiliev, Vjatscheslav A.
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 1998
Other Objects (12)
On sequential parameter estimation for some linear stochastic differential equations with time delay
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On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
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On sequential parameter estimation for some linear stochastic differential equations with time delay
Nonparametric estimation for stochastic delay differential equations
Nonparametric estimation for stochastic delay differential equations
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Adaptive estimation for affine stochastic delay differential equations
Weak approximation of stochastic differential delay equations
Weak approximation of stochastic differential delay equations
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
On sequential parameter estimation for some linear stochastic differential equations with time delay
Nonparametric estimation for stochastic delay differential equations
Nonparametric estimation for stochastic delay differential equations
Adaptive estimation for affine stochastic delay differential equations
Adaptive estimation for affine stochastic delay differential equations
Weak approximation of stochastic differential delay equations
Weak approximation of stochastic differential delay equations
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations