On nonparametric estimation of the interaction function in particle system models

MaRDI QIDQ6522959arXivFDO

Authors D. Belomestny, Mark Podolskij, Shiyuan Zhou

Published in arXiv

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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