Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310)
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scientific article; zbMATH DE number 7874408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric inference for ergodic McKean-Vlasov stochastic differential equations |
scientific article; zbMATH DE number 7874408 |
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Parametric inference for ergodic McKean-Vlasov stochastic differential equations (English)
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2 July 2024
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approximate likelihood
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asymptotic properties of estimators
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continuous observations
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invariant distribution
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long time asymptotics
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McKean-Vlasov stochastic differential equations
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parametric and nonparametric inference
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