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Least squares estimation for path-distribution dependent stochastic differential equations - MaRDI portal

Least squares estimation for path-distribution dependent stochastic differential equations (Q2245071)

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scientific article; zbMATH DE number 7425981
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Least squares estimation for path-distribution dependent stochastic differential equations
scientific article; zbMATH DE number 7425981

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    Least squares estimation for path-distribution dependent stochastic differential equations (English)
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    12 November 2021
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    path-distribution dependent stochastic differential equation
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    least squares estimator
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    consistency
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    asymptotic distribution
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