Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (Q2153080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations |
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Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations (English)
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1 July 2022
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McKean-Vlasov stochastic differential equation
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tamed Euler-Maruyama scheme
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weak monotonicity
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least squares estimator
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consistency
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asymptotic distribution
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