@techreport{Rei2003Adaptive,
abstract = {Stochastic delay differential equations (SDDEs for short) appear naturally in the description of many processes, e.g. in population dynamics with a time lag due to an age-dependent birth rate (Scheutzow 1981), in economics where a certain "time to build" is needed (Kydland and Prescott 1982) or in laser technology (Garcia-Ojalvo and Roy 1996), in finance (Hobson and Rogers 1998) and in many engineering applications, see Kohmanovskii and Myshkis (1992) for an overview. They are also obtained as continuous-time limits of time series models, e.g. Jeantheau (2001), Rei\ss{} (2001). Among the huge variety of types of equations, the so-called affine stochastic delay differential equations form the fundamental class. They generalize the Langevin equation leading to the Ornstein-Uhlenbeck process and appear as continuous-time limits of linear autoregressive schemes.},
author = {Markus Rei\ss{}},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; Analysis; Stochastischer Prozess; Sch\"{a}tztheorie; Theorie},
language = {eng},
note = {urn:nbn:de:kobv:11-10050055},
number = {2003,18},
title = {Adaptive estimation for affine stochastic delay differential equations},
type = {Discussion papers of interdisciplinary research project 373},
url = {http://hdl.handle.net/10419/22233},
year = {2003}
}