Parametric inference for ergodic McKean-Vlasov stochastic differential equations

DOI10.3150/23-BEJ1660MaRDI QIDQ6565310FDOQ6565310

Authors: V. Genon-Catalot, Catherine Larédo 

Publication date: 2 July 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

asymptotic properties of estimatorslong time asymptoticsMcKean-Vlasov stochastic differential equationsinvariant distributionapproximate likelihoodcontinuous observationsparametric and nonparametric inference

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

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