Semiparametric estimation of McKean-Vlasov SDEs

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

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Cited In (7)

Nonparametric adaptive estimation for interacting particle systems
Parametric inference for ergodic McKean-Vlasov stochastic differential equations
Nonparametric drift estimation from diffusions with correlated Brownian motions
McKean--Vlasov SDEs in Nonlinear Filtering
Semiparametric estimation of McKean-Vlasov SDEs
Parameter estimation of discretely observed interacting particle systems
A method of moments estimator for interacting particle systems and their mean field limit

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