Asymptotic inference for linear stochastic differential equations with time delay

Abstract

Res z=λ (f (z)) residue of the function f at λ LAQ local asymptotic quadratic, see Denition 2.1.4 LAMN local asymptotic mixed normal, see Denition 2.1.5 LAN local asymptotic normal, see Denition 2.1.6 PLAMN periodic local asymptotic mixed normal, see Denition 2.1.7 MLE maximum likelihood estimator N (µ, σ 2) the normal (or Gaussian) distribution with expected value µ ∈ R and variance σ 2 ∈ R ++ N d (µ, Σ) the d-dimensional normal (or Gaussian) distribution with expected value µ ∈ R d and covariance matrix Σ ∈ R d×d v