Least squares estimation for delay McKean-Vlasov stochastic differential equations and interacting particle systems (Q2076198)
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scientific article; zbMATH DE number 7474599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimation for delay McKean-Vlasov stochastic differential equations and interacting particle systems |
scientific article; zbMATH DE number 7474599 |
Statements
Least squares estimation for delay McKean-Vlasov stochastic differential equations and interacting particle systems (English)
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16 February 2022
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McKean-Vlasov SDE
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interacting particle systems
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discrete observation
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least squares method
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consistency of LSE
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asymptotic distribution
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0.8233041763305664
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0.8190762996673584
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0.7982025146484375
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0.7855194211006165
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0.7588033080101013
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