On parametric statistical models for stationary solutions of affine stochastic delay differential equations - Alexander A. Gushchin; Uwe Küchler (Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2001)
urn:nbn:de:kobv:11-10051082
Keywords: 330; affine stochastic delay differential equation; stationary Gaussian process; local asymptotic normality; maximum likelihood estimator; Bayesian estimator; Hellinger distance