Pages that link to "Item:Q2074311"
From MaRDI portal
The following pages link to Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311):
Displaying 11 items.
- Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application (Q668822) (← links)
- Least squares estimation for delay McKean-Vlasov stochastic differential equations and interacting particle systems (Q2076198) (← links)
- The LAN property for McKean-Vlasov models in a mean-field regime (Q2105067) (← links)
- Statistical inference for mean-field queueing models (Q2146430) (← links)
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268) (← links)
- Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient (Q2434472) (← links)
- Learning theory for inferring interaction kernels in second-order interacting agent systems (Q6049817) (← links)
- Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310) (← links)
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions (Q6663952) (← links)