Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models |
scientific article; zbMATH DE number 7471518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models |
scientific article; zbMATH DE number 7471518 |
Statements
Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (English)
0 references
9 February 2022
0 references
asymptotic properties of estimators
0 references
continuous observations
0 references
infinite time horizon
0 references
McKean-Vlasov stochastic differential equations
0 references
parametric inference
0 references
small noise
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
