Matches in SemOpenAlex for { <https://semopenalex.org/work/W2022046364> ?p ?o ?g. }
- W2022046364 abstract "Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class of prediction-based estimating functions is investigated as well. In particular, the optimal prediction-based estimating function and the asymptotic properties of the estimators are derived. The maximum pseudo-likelihood estimator is a particular case, and an expression is found for the efficiency loss when using the maximum pseudo-likelihood estimator, rather than the computationally more involved optimal prediction-based estimator. The distribution of the pseudo-likelihood estimator is investigated in a simulation study. Two examples of affine stochastic delay equation are considered in detail." @default.
- W2022046364 created "2016-06-24" @default.
- W2022046364 creator A5057708601 @default.
- W2022046364 creator A5090743295 @default.
- W2022046364 date "2013-05-01" @default.
- W2022046364 modified "2023-09-26" @default.
- W2022046364 title "Statistical inference for discrete-time samples from affine stochastic delay differential equations" @default.
- W2022046364 cites W1482196458 @default.
- W2022046364 cites W1491088875 @default.
- W2022046364 cites W1495222664 @default.
- W2022046364 cites W1525956714 @default.
- W2022046364 cites W1563562231 @default.
- W2022046364 cites W1569618047 @default.
- W2022046364 cites W1599337404 @default.
- W2022046364 cites W193622625 @default.
- W2022046364 cites W1937028141 @default.
- W2022046364 cites W1968906460 @default.
- W2022046364 cites W1971592666 @default.
- W2022046364 cites W1977400475 @default.
- W2022046364 cites W19905385 @default.
- W2022046364 cites W1994901295 @default.
- W2022046364 cites W2001465929 @default.
- W2022046364 cites W2004530264 @default.
- W2022046364 cites W2013441751 @default.
- W2022046364 cites W2016694818 @default.
- W2022046364 cites W2019711733 @default.
- W2022046364 cites W2028299990 @default.
- W2022046364 cites W2062042027 @default.
- W2022046364 cites W2074878962 @default.
- W2022046364 cites W2093588822 @default.
- W2022046364 cites W2094450595 @default.
- W2022046364 cites W2099278373 @default.
- W2022046364 cites W2107425348 @default.
- W2022046364 cites W2127942700 @default.
- W2022046364 cites W2129249812 @default.
- W2022046364 cites W2136857234 @default.
- W2022046364 cites W2138388150 @default.
- W2022046364 cites W2140971281 @default.
- W2022046364 cites W2144176130 @default.
- W2022046364 cites W2164486443 @default.
- W2022046364 cites W2253953021 @default.
- W2022046364 cites W3022297202 @default.
- W2022046364 cites W3022754635 @default.
- W2022046364 cites W3122210516 @default.
- W2022046364 cites W3122409882 @default.
- W2022046364 cites W3122528011 @default.
- W2022046364 cites W3123858928 @default.
- W2022046364 cites W3124827703 @default.
- W2022046364 cites W3125498299 @default.
- W2022046364 cites W3125782852 @default.
- W2022046364 cites W3144076411 @default.
- W2022046364 doi "https://doi.org/10.3150/11-bej411" @default.
- W2022046364 hasPublicationYear "2013" @default.
- W2022046364 type Work @default.
- W2022046364 sameAs 2022046364 @default.
- W2022046364 citedByCount "4" @default.
- W2022046364 countsByYear W20220463642019 @default.
- W2022046364 crossrefType "journal-article" @default.
- W2022046364 hasAuthorship W2022046364A5057708601 @default.
- W2022046364 hasAuthorship W2022046364A5090743295 @default.
- W2022046364 hasBestOaLocation W20220463641 @default.
- W2022046364 hasConcept C105795698 @default.
- W2022046364 hasConcept C134261354 @default.
- W2022046364 hasConcept C143791395 @default.
- W2022046364 hasConcept C154945302 @default.
- W2022046364 hasConcept C185429906 @default.
- W2022046364 hasConcept C202444582 @default.
- W2022046364 hasConcept C204016326 @default.
- W2022046364 hasConcept C2776214188 @default.
- W2022046364 hasConcept C28826006 @default.
- W2022046364 hasConcept C33923547 @default.
- W2022046364 hasConcept C41008148 @default.
- W2022046364 hasConcept C49781872 @default.
- W2022046364 hasConcept C51955184 @default.
- W2022046364 hasConcept C89106044 @default.
- W2022046364 hasConcept C92757383 @default.
- W2022046364 hasConceptScore W2022046364C105795698 @default.
- W2022046364 hasConceptScore W2022046364C134261354 @default.
- W2022046364 hasConceptScore W2022046364C143791395 @default.
- W2022046364 hasConceptScore W2022046364C154945302 @default.
- W2022046364 hasConceptScore W2022046364C185429906 @default.
- W2022046364 hasConceptScore W2022046364C202444582 @default.
- W2022046364 hasConceptScore W2022046364C204016326 @default.
- W2022046364 hasConceptScore W2022046364C2776214188 @default.
- W2022046364 hasConceptScore W2022046364C28826006 @default.
- W2022046364 hasConceptScore W2022046364C33923547 @default.
- W2022046364 hasConceptScore W2022046364C41008148 @default.
- W2022046364 hasConceptScore W2022046364C49781872 @default.
- W2022046364 hasConceptScore W2022046364C51955184 @default.
- W2022046364 hasConceptScore W2022046364C89106044 @default.
- W2022046364 hasConceptScore W2022046364C92757383 @default.
- W2022046364 hasLocation W20220463641 @default.
- W2022046364 hasLocation W20220463642 @default.
- W2022046364 hasLocation W20220463643 @default.
- W2022046364 hasLocation W20220463644 @default.
- W2022046364 hasOpenAccess W2022046364 @default.
- W2022046364 hasPrimaryLocation W20220463641 @default.
- W2022046364 hasRelatedWork W1526323768 @default.
- W2022046364 hasRelatedWork W2022046364 @default.
- W2022046364 hasRelatedWork W2034439050 @default.