STATISTICAL PROBLEMS ON THE NUMBER OF DELAYS IN SDE

Tahar MOURID

Université Abou Bekr Belkaid, Tlemcen
Algerie


ABSTRACT

We consider statistical problems on the number of delays in stochastic differential equations with delays. We study the choice of the true model by the maximum likelihood, minimum distance and Bayes methods and give their main properties. We also discuss the case where we face a misspecified model with discrete a continuous measure in the drift.



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