Parametric inference for ergodic McKean-Vlasov stochastic differential equations

Valentine Genon-Catalot, Catherine Larédo

Publication date: 2 July 2024

Published in: Bernoulli (Search for Journal in Brave)

approximate likelihood long time asymptotics asymptotic properties of estimators McKean-Vlasov stochastic differential equations invariant distribution continuous observations parametric and nonparametric inference

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

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