research
∙
08/25/2022
Parameter estimation of discretely observed interacting particle systems
In this paper, we consider the problem of joint parameter estimation for...
share
research
∙
07/01/2021
Semiparametric estimation of McKean-Vlasov SDEs
In this paper we study the problem of semiparametric estimation for a cl...
research
∙
01/16/2019
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
We discuss joint temporal and contemporaneous aggregation of N independe...
research
∙
10/26/2018
