Maximum Likelihood Theory for Large Interacting Systems
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Publication:3484226
DOI10.1137/0150050zbMath0704.62074OpenAlexW2049296493MaRDI QIDQ3484226
Publication date: 1990
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0150050
consistencyasymptotic normalitymaximum likelihood estimatorinteracting particlesinteracting diffusionsItô equationslarge interacting systemsexchangeable subsystemsmean-field-type modeltesting of hypothesis of noninteraction
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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