Benke János Marcell
Asymptotic inference for linear stochastic differential equations with time delay.
Doctoral thesis (PhD), University of Szeged.
(2018)
(Unpublished)
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Abstract in Hungarian
Az értekezésben lineáris időkésleltetett sztochasztikus differenciálegyenletekkel leírt statisztikai modellt tekintünk. A vizsgálódás célja a likelihood függvény lokális aszimptotikus tulajdonságainak bizonyítása.
Abstract in foreign language
In the thesis a statistical model of linear stochastic differential equation with time delay is considered. The aim of the investigation is to prove local asymptotic properties of the likelihood function.
| Item Type: | Thesis (Doctoral thesis (PhD)) |
|---|---|
| Creators: | Benke János Marcell |
| Hungarian title: | Lineáris késleltetett sztochasztikus differenciálegyenletek aszimptotikus statisztikai vizsgálata |
| Supervisor(s): | Supervisor Position, academic title, institution MTMT author ID Pap Gyula tanszékvezető egyetemi tanár, az MTA doktora, SZTE TTIK Bolyai Intézet (Matematikai Intézet) 10001145 |
| Subjects: | 01. Natural sciences > 01.01. Mathematics |
| Divisions: | Doctoral School of Mathematics > Doctoral School of Mathematics (1993-2021) |
| Discipline: | Natural Sciences > Mathematics and Computer Sciences |
| Language: | English |
| Date: | 2018. June 04. |
| Item ID: | 4208 |
| MTMT identifier of the thesis: | 30534048 |
| doi: | https://doi.org/10.14232/phd.4208 |
| Date Deposited: | 2018. Feb. 12. 18:03 |
| Last Modified: | 2022. Oct. 13. 15:29 |
| Depository no.: | B 6385 |
| URI: | https://doktori.bibl.u-szeged.hu/id/eprint/4208 |
| Defence/Citable status: | Defended. |
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