Article (Scientific journals)
Semiparametric estimation of McKean-Vlasov SDEs
Belomestny, Denis; Pilipauskaite, Vytauté; Podolskij, Mark
In pressIn Annales de l'Institut Henri Poincaré. B, Probabilités et statistiques
Peer reviewed
 

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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 :
In press
Journal title :
Annales de l'Institut Henri Poincaré. B, Probabilités et statistiques
ISSN :
0246-0203
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 04 August 2022

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