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Semiparametric estimation of McKean-Vlasov SDEs - MaRDI portal

Semiparametric estimation of McKean-Vlasov SDEs

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Publication:6371754

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DOI10.1214/22-AIHP1261arXiv2107.00539MaRDI QIDQ6371754

Vytautė Pilipauskaitė, Denis Belomestny, Mark Podolskij

Publication date: 1 July 2021

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) General theory of stochastic processes (60G07)

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