Semiparametric estimation of McKean-Vlasov SDEs

1 July 2021

Papers citing "Semiparametric estimation of McKean-Vlasov SDEs"

10 / 10 papers shown

Title
Kinetic interacting particle system: parameter estimation from complete and partial discrete observations Chiara Amorino Vytaut.e Pilipauskait.e 67 1 0 14 Oct 2024
$Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift$ Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift Chiara Amorino Eulalia Nualart Fabien Panloup Julian Sieber 73 0 0 28 Aug 2024
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes Chiara Amorino Francisco Pina M. Podolskij 95 1 0 16 Aug 2024
On nonparametric estimation of the interaction function in particle system models Denis Belomestny M. Podolskij Shi-Yuan Zhou 58 2 0 22 Feb 2024
Non-parametric estimates for graphon mean-field particle systems Erhan Bayraktar Hongyi Zhou OT 56 1 0 08 Feb 2024
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs Chiara Amorino Denis Belomestny Vytaut.e Pilipauskait.e M. Podolskij Shi-Yuan Zhou 62 7 0 09 Jan 2024
Nonparametric Drift Estimation from Diffusions with Correlated Brownian Motions Fabienne Comte Nicolas Marie 76 4 0 24 Oct 2022
On Lasso estimator for the drift function in diffusion models Gabriela Ciolek D. Marushkevych M. Podolskij 57 5 0 13 Sep 2022
Parameter estimation of discretely observed interacting particle systems Chiara Amorino A. Heidari Vytaut.e Pilipauskait.e M. Podolskij 74 22 0 25 Aug 2022
The LAN property for McKean-Vlasov models in a mean-field regime Laetitia Della Maestra M. Hoffmann 65 22 0 12 May 2022