Estimating parameters of stationary distribution using forward equation

MaRDI QIDQ2983494zbMATH OpenFDO

Authors Yi Ma, Lu Liu, Zhenting Hou

Publication date 17 May 2017

zbMATH Keywords

Kolmogorov forward equationmeanfield stochastic processparameter estimation

Mathematics Subject Classification ID

Diffusion processes (60J60) Point estimation (62F10)

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