Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310)

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scientific article; zbMATH DE number 7874408
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    Parametric inference for ergodic McKean-Vlasov stochastic differential equations
    scientific article; zbMATH DE number 7874408

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      Parametric inference for ergodic McKean-Vlasov stochastic differential equations (English)
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      2 July 2024
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      approximate likelihood
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      asymptotic properties of estimators
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      continuous observations
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      invariant distribution
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      long time asymptotics
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      McKean-Vlasov stochastic differential equations
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      parametric and nonparametric inference
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