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Seminar on Probability and Statistics Thursday March 11 2004 Tokyo 118 13:30-14:40 pm
Statistical properties of affine stochastic differential equations with memory, part II
Uwe KUECHLER Institute of Mathematics Stochastics, Humboldt-University of Berlin Abstract The topic of the previous lecture is continued.
A sequential approach to the estimation of the underlying parameter
will be presented.
First results on pseudo-maximum-likelihood-estimators \hat{theta}_T
based on discrete time observation are presented.
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