Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models |
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Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (English)
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9 February 2022
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asymptotic properties of estimators
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continuous observations
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infinite time horizon
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McKean-Vlasov stochastic differential equations
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parametric inference
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small noise
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