Least squares estimation for path-distribution dependent stochastic differential equations
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Publication:6297261
DOI10.1016/J.AMC.2021.126457zbMath1510.62131arXiv1802.00820WikidataQ115361096 ScholiaQ115361096MaRDI QIDQ6297261
Publication date: 2 February 2018
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Least squares and related methods for stochastic control systems (93E24) Stable stochastic processes (60G52) Jump processes on general state spaces (60J76)
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