Estimating parameters of drift and diffusion coefficients for multidimensional stochastic delay equations with small noise are considered. The delay structure is written as an integral form with respect to a delay measure. Our contrast function is based on a local-Gauss approximation to the transition probability density of the process. We show consistency and asymptotic normality of the minimum-contrast estimator when the dispersion coefficient goes to zero and the sample size goes to infinity, simultaneously.

翻译：本文考虑小噪声多维随机延迟方程漂移系数与扩散系数的参数估计问题。延迟结构以延迟测度的积分形式表示。对比函数基于过程转移概率密度的局部高斯近似。当扩散系数趋近于零且样本量同时趋于无穷大时，证明了最小对比估计量的一致性与渐近正态性。