Pages that link to "Item:Q5109982"
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The following pages link to Inference for large financial systems (Q5109982):
Displaying 11 items.
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- Nonparametric estimation for interacting particle systems: McKean-Vlasov models (Q2073184) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- The LAN property for McKean-Vlasov models in a mean-field regime (Q2105067) (← links)
- Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations (Q2239268) (← links)
- Semiparametric estimation of McKean-Vlasov SDEs (Q2686604) (← links)
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit (Q5056840) (← links)
- Online parameter estimation for the McKean-Vlasov stochastic differential equation (Q6115259) (← links)
- Nonparametric adaptive estimation for interacting particle systems (Q6140337) (← links)
- Parametric inference for ergodic McKean-Vlasov stochastic differential equations (Q6565310) (← links)
- Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions (Q6663952) (← links)
