Least squares estimation for distribution-dependent stochastic differential delay equations

DOI10.3934/CPAA.2022027zbMath1493.62117OpenAlexW4212984443WikidataQ115219291 ScholiaQ115219291MaRDI QIDQ2128886

Yanyan Li

Publication date: 22 April 2022

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/cpaa.2022027

zbMATH Keywords

asymptotic distributionconsistencyleast squares methoddiscrete observationdistribution-dependent stochastic differential delay equations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stable stochastic processes (60G52)

Related Items (1)

Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes

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