Parametric inference for ergodic McKean-Vlasov stochastic differential equations
From MaRDI portal
(Redirected from Publication:6565310)
Cites work
- A CLASS OF MARKOV PROCESSES ASSOCIATED WITH NONLINEAR PARABOLIC EQUATIONS
- A kinetic equation for granular media
- A non-local model for a swarm
- Adaptive estimation in diffusion processes.
- Adaptive invariant density estimation for ergodic diffusions over anisotropic classes
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
- Asymptotic statistical equivalence for scalar ergodic diffusions
- Asymptotic statistics. With a view to stochastic processes
- Convergence to equilibrium for granular media equations and their Euler schemes
- Density estimation for a class of continuous time processes
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
- Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations
- scientific article; zbMATH DE number 4211245 (Why is no real title available?)
- scientific article; zbMATH DE number 1515832 (Why is no real title available?)
- scientific article; zbMATH DE number 933353 (Why is no real title available?)
- Inference for large financial systems
- Introduction to nonparametric estimation
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes
- Large deviations and a Kramers' type law for self-stabilizing diffusions
- Learning interaction kernels in stochastic systems of interacting particles from multiple trajectories
- Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
- Maximum Likelihood Theory for Large Interacting Systems
- Mean-field description and propagation of chaos in networks of Hodgkin-Huxley and FitzHugh-Nagumo neurons
- Nadaraya–Watson estimator for I.I.D. paths of diffusion processes
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process
- Nonlinear self-stabilizing processes. I: Existence, invariant probability, propagation of chaos
- Nonlinear self-stabilizing processes. II: Convergence to invariant probability
- Nonparametric adaptive estimation for interacting particle systems
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- On smoothed probability density estimation for stationary processes
- Online parameter estimation for the McKean-Vlasov stochastic differential equation
- Parameter estimation of discretely observed interacting particle systems
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models
- Probabilistic approach for granular media equations in the non-uniformly convex case
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
- Semiparametric estimation of McKean-Vlasov SDEs
- Statistical inference for ergodic diffusion processes.
- Statistical Methods for Stochastic Differential Equations
- Stochastic volatility models as hidden Markov models and statistical applications
- Super optimal rates for nonparametric density estimation via projection estimators
- The LAN property for McKean-Vlasov models in a mean-field regime
Cited in
(6)- Nonparametric moment method for scalar McKean-Vlasov stochastic differential equations
- Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
- On Lasso estimator for the drift function in diffusion models
- Statistical inference for conservation law McKean-Vlasov SDEs via deep neural networks
- Consistent support recovery for high-dimensional diffusions
- LAMN property for drift inference in systems of stochastic differential equations with common noise
This page was built for publication: Parametric inference for ergodic McKean-Vlasov stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6565310)
