  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.
