Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions

DOI10.1214/23-aihp1403MaRDI QIDQ6663952

Valentine Genon-Catalot, Catherine Larédo

Publication date: 15 January 2025

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

zbMATH Keywords

approximate likelihoodlong time asymptoticsestimatorsparametric inferenceinvariant distributionMcKean-Vlasov stochastic differential equation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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