Semiparametric estimation of McKean-Vlasov SDEs

Summary

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Authors: Denis Belomestnya, Vytaute Pilipauskait and Mark Podolskij

Journal title: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Journal publisher: Elsevier BV

Published year: 2023

DOI identifier: 10.1214/22-aihp1261

ISSN: 0246-0203