Abstract
We strengthen the convergence result proving the local asymptotic mixed normality property in one of the 11 cases considered in our previous paper.
Citation
Alexander A. Gushchin. Uwe Küchler. "Addendum to `Asymptotic inference for a linear stochastic differential equation with time delay'." Bernoulli 7 (4) 629 - 632, August 2001.
Information
Published: August 2001
First available in Project Euclid: 17 March 2004
zbMATH: 1008.62080
MathSciNet: MR2002E:62079
Keywords:
local asymptotic mixed normality
,
maximum likelihood estimator
,
Stochastic differential equations
,
time delay
Rights: Copyright © 2001 Bernoulli Society for Mathematical Statistics and Probability
