Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310)

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scientific article; zbMATH DE number 7874408
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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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