Media type: Report; E-Book Title: On parametric statistical models for stationary solutions of affine stochastic delay differential equations Contributor: Gushchin, Alexander A. [Author]; Küchler, Uwe [Author] Published: Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2001 Language: English Keywords: Hellinger distance ; Bayesian estimator ; local asymptotic normality ; stationary Gaussian process ; maximum likelihood estimator ; affine stochastic delay differential equation Origination: Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen. Access State: Open Access