On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay
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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.
- Gushchin, Alexander A. & Küchler, Uwe, 2000.
"On stationary solutions of delay differential equations driven by a Lévy process,"
Stochastic Processes and their Applications, Elsevier, vol. 88(2), pages 195-211, August.
- Gushchin, Alexander A. & Küchler, Uwe, 1998. "On stationary solutions of delay differential equations driven by a Lévy process," SFB 373 Discussion Papers 1998,98, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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