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

Statistical inference for discretely sampled stochastic functional differential equations with small noise