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Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
9 January 2024
Chiara Amorino
Denis Belomestny
Vytaut.e Pilipauskait.e
M. Podolskij
Shi-Yuan Zhou
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Papers citing
"Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs"
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Title
Maximum likelihood estimation of potential energy in interacting particle systems from single-trajectory data
Xiaohui Chen
28
25
0
21 Jul 2020
1
