On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations - Uwe Küchler; Vjatscheslav A. Vasiliev (Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2001)
urn:nbn:de:kobv:11-10048746
Keywords: 330; stochastic differential equations; time delay; noisy observations; sequential analysis; least square accuracy