Article (Scientific journals)
Semiparametric estimation of McKean-Vlasov SDEs
Belomestny, Denis; PILIPAUSKAITE, Vytauté; PODOLSKIJ, Mark
2023In Annales de l'I.H.P. Probabilités et Statistiques, 59 (1), p. 79-96
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Disciplines :
Mathematics
Author, co-author :
Belomestny, Denis;  Duisburg-Essen University > Faculty of Mathematics
PILIPAUSKAITE, Vytauté ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
PODOLSKIJ, Mark  ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
External co-authors :
yes
Language :
English
Title :
Semiparametric estimation of McKean-Vlasov SDEs
Publication date :
01 February 2023
Journal title :
Annales de l'I.H.P. Probabilités et Statistiques
ISSN :
0246-0203
eISSN :
1778-7017
Volume :
59
Issue :
1
Pages :
79-96
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 04 August 2022

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