|
[1]
|
The LAN property for McKean–Vlasov models in a mean-field regime
Stochastic Processes and their Applications,
2023
DOI:10.1016/j.spa.2022.10.002
|
|
|
|
|
[2]
|
Semiparametric estimation of McKean–Vlasov SDEs
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques,
2023
DOI:10.1214/22-AIHP1261
|
|
|
|
|
[3]
|
The LAN property for McKean–Vlasov models in a mean-field regime
Stochastic Processes and their Applications,
2023
DOI:10.1016/j.spa.2022.10.002
|
|
|
|
|
[4]
|
Online parameter estimation for the McKean–Vlasov stochastic differential equation
Stochastic Processes and their Applications,
2023
DOI:10.1016/j.spa.2023.05.002
|
|
|
|
|
[5]
|
Learning theory for inferring interaction kernels in second-order interacting agent systems
Sampling Theory, Signal Processing, and Data Analysis,
2023
DOI:10.1007/s43670-023-00055-9
|
|
|
|
|
[6]
|
Parameter estimation of discretely observed interacting particle systems
Stochastic Processes and their Applications,
2023
DOI:10.1016/j.spa.2023.06.011
|
|
|
|
|
[7]
|
Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit
SIAM Journal on Applied Dynamical Systems,
2022
DOI:10.1137/21M1464348
|
|
|
|
|
[8]
|
Learning mean-field equations from particle data using WSINDy
Physica D: Nonlinear Phenomena,
2022
DOI:10.1016/j.physd.2022.133406
|
|
|
|
|
[9]
|
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
Stochastic Processes and their Applications,
2021
DOI:10.1016/j.spa.2021.09.002
|
|
|
|
|
[10]
|
Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations
Stochastic Processes and their Applications,
2021
DOI:10.1016/j.spa.2021.09.002
|
|
|
|
|
[11]
|
Inference for large financial systems
Mathematical Finance,
2019
DOI:10.1111/mafi.12222
|
|
|
|
|
[12]
|
Inference for Large Financial Systems
SSRN Electronic Journal ,
2017
DOI:10.2139/ssrn.3012751
|
|
|
|