Least squares estimation for path-distribution dependent stochastic differential equations

DOI10.1016/j.amc.2021.126457OpenAlexW3175151085WikidataQ115361096 ScholiaQ115361096MaRDI QIDQ2245071

Panpan Ren, Jiang-Lun Wu

Publication date: 12 November 2021

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.00820

zbMATH Keywords

asymptotic distributionconsistencyleast squares estimatorpath-distribution dependent stochastic differential equation

Mathematics Subject Classification ID

Related Items (1)

Least squares estimation for distribution-dependent stochastic differential delay equations

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