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On estimation of delay location

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  • Alexander Gushchin
  • Uwe Küchler

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  • Alexander Gushchin & Uwe Küchler, 2011. "On estimation of delay location," Statistical Inference for Stochastic Processes, Springer, vol. 14(3), pages 273-305, October.
    • Handle: RePEc:spr:sistpr:v:14:y:2011:i:3:p:273-305
    DOI: 10.1007/s11203-011-9060-4
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    References listed on IDEAS

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    1. S. Dachian, 2003. "Estimation of Cusp Location by Poisson Observations," Statistical Inference for Stochastic Processes, Springer, vol. 6(1), pages 1-14, January.
    2. Pflug, Georg, 1982. "A statistically important Gaussian Process," Stochastic Processes and their Applications, Elsevier, vol. 13(1), pages 45-57, July.
    3. Janssen, Arnold, 1986. "Limits of translation invariant experiments," Journal of Multivariate Analysis, Elsevier, vol. 20(1), pages 129-142, October.
    4. Uwe Kuchler & Y. A. Kutoyants, 2000. "Delay Estimation for Some Stationary Diffusion‐type Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(3), pages 405-414, September.
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    Cited by:

    1. Kordzakhia, Nino E. & Kutoyants, Yury A. & Novikov, Alexander A. & Hin, Lin-Yee, 2018. "On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 141-151.

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