The LAN property for McKean-Vlasov models in a mean-field regime
DOI10.1016/j.spa.2022.10.002zbMath1504.60192arXiv2205.05932OpenAlexW4305072806MaRDI QIDQ2105067
Publication date: 8 December 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.05932
maximum likelihood estimationinteracting particle systemsparametric estimationLAN propertyMcKean-Vlasov modelsstatistics and PDE
Asymptotic properties of parametric estimators (62F12) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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