Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
type: Item
instance of: scholarly article
title: Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
zbMATH Open document ID: 1482.60107
DOI: 10.1214/21-EJS1922
author: V. Genon-Catalot
author: Catherine Larédo
published in: Electronic Journal of Statistics
publication date: 2022-02-09T00:00:00Z
full work available at URL: 21-EJS1922.full
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 7471518
zbMATH Keywords: asymptotic properties of estimators
zbMATH Keywords: continuous observations
zbMATH Keywords: infinite time horizon
zbMATH Keywords: McKean-Vlasov stochastic differential equations
zbMATH Keywords: parametric inference
zbMATH Keywords: small noise
describes a project that uses: sde
describes a project that uses: MsdeParEst
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7471518