Arbeitspapier
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 2001,91
- Classification
-
Wirtschaft
- Subject
-
affine stochastic delay differential equation
stationary Gaussian process
local asymptotic normality
maximum likelihood estimator
Bayesian estimator
Hellinger distance
- Event
-
Geistige Schöpfung
- (who)
-
Gushchin, Alexander A.
Küchler, Uwe
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
2001
- Handle
- URN
-
urn:nbn:de:kobv:11-10051082
- Last update
- 10.03.2025, 11:45 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
- Gushchin, Alexander A.
- Küchler, Uwe
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 2001
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