Add to ORKGIn this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay parameter is studied The observed process is supposed to be the solution of a linear stochastic dierential equation with one time delay term It is shown that these estimators are consistent and their limit distributions are described The be haviour of the estimators is similar to the behaviour of corresponding estimators in changepoint problems The question of asymptotical eciency is also discusse
Abstract. We consider linear differential equations with bounded time delay driven by additive white...
Most of the existing results on stochastic stability use a single Lyapunov function, but we shall in...
This paper is concerned with a delay Lotka-Volterra model under regime switching diffusion in random...
In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay ...
For the stochastic differential equation dX(t) = faX(t) + bX(t \Gamma 1)g dt +dW (t); t 0; the loc...
This paper examines the asymptotic behaviour of the stochastic extension of a fundamentally importa...
In certain cases statistical methods based on standard maximum likelihood asymptotics become valid a...
The asymptotic theory of estimators obtained from estimating functions is re-viewed and some new res...
This paper is concerned with the estimation of a parameter of a stochastic process on the basis of a...
AbstractThe main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems ...
AbstractIn this paper an asymptotic theory is developed for a new time series model which was introd...
Affine stochastic delay differential equation, Bayes estimator, Fractional Brownian motion, Local as...
The problem of demonstrating the limiting normality of posterior distributions arising from stochast...
The main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems for the ...
Maximum likelihood estimation of parameters in continuous-time stochastic linear dynamical systems h...
Abstract. We consider linear differential equations with bounded time delay driven by additive white...
Most of the existing results on stochastic stability use a single Lyapunov function, but we shall in...
This paper is concerned with a delay Lotka-Volterra model under regime switching diffusion in random...
In this paper the asymptotic behaviour of the maximum likelihood and Bayesian estimators of a delay ...
For the stochastic differential equation dX(t) = faX(t) + bX(t \Gamma 1)g dt +dW (t); t 0; the loc...
This paper examines the asymptotic behaviour of the stochastic extension of a fundamentally importa...
In certain cases statistical methods based on standard maximum likelihood asymptotics become valid a...
The asymptotic theory of estimators obtained from estimating functions is re-viewed and some new res...
This paper is concerned with the estimation of a parameter of a stochastic process on the basis of a...
AbstractThe main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems ...
AbstractIn this paper an asymptotic theory is developed for a new time series model which was introd...
Affine stochastic delay differential equation, Bayes estimator, Fractional Brownian motion, Local as...
The problem of demonstrating the limiting normality of posterior distributions arising from stochast...
The main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems for the ...
Maximum likelihood estimation of parameters in continuous-time stochastic linear dynamical systems h...
Abstract. We consider linear differential equations with bounded time delay driven by additive white...
Most of the existing results on stochastic stability use a single Lyapunov function, but we shall in...
This paper is concerned with a delay Lotka-Volterra model under regime switching diffusion in random...