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On parametric statistical models for stationary solutions of affine stochastic delay differential equations

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  • Gushchin, Alexander A.
  • Küchler, Uwe

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  • Gushchin, Alexander A. & Küchler, Uwe, 2001. "On parametric statistical models for stationary solutions of affine stochastic delay differential equations," SFB 373 Discussion Papers 2001,91, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    • Handle: RePEc:zbw:sfb373:200191
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    File URL: https://www.econstor.eu/bitstream/10419/62687/1/725954426.pdf
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    Cited by:

    1. Küchler, Uwe & Gapeev, Pavel V., 2003. "On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay," SFB 373 Discussion Papers 2003,45, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

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