Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations (Q6632628)
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scientific article; zbMATH DE number 7938589
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| English | Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations |
scientific article; zbMATH DE number 7938589 |
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Maximum likelihood estimation for small noise multi-scale McKean-Vlasov stochastic differential equations (English)
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5 November 2024
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McKean-Vlasov stochastic differential equations
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multi-scale system
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maximum likelihood estimation
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0.8589071035385132
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0.8295966982841492
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0.8143054246902466
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0.8138097524642944
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0.8069729804992676
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