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08/25/2022
Parameter estimation of discretely observed interacting particle systems
In this paper, we consider the problem of joint parameter estimation for...
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07/01/2021
Semiparametric estimation of McKean-Vlasov SDEs
In this paper we study the problem of semiparametric estimation for a cl...
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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...
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10/26/2018