Sharrock, L. and Kantas, N. and Parpas, P. and Pavliotis, G.A. (2023) Online parameter estimation for the McKean–Vlasov stochastic differential equation. Stochastic Processes and their Applications, 162. pp. 481-546. ISSN 0304-4149
Full text not available from this repository.
Official URL: https://doi.org/10.1016/j.spa.2023.05.002
Item Type:
Journal Article
Journal or Publication Title:
Stochastic Processes and their Applications
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2613
Subjects:
?? MCKEAN–VLASOV EQUATIONMAXIMUM LIKELIHOODPARAMETER ESTIMATIONSTOCHASTIC GRADIENT DESCENTMODELLING AND SIMULATIONAPPLIED MATHEMATICSSTATISTICS AND PROBABILITY ??
Departments:
ID Code:
196097
Deposited By:
Deposited On:
15 Jun 2023 14:25
Refereed?:
Yes
Published?:
Published
Last Modified:
12 Oct 2023 16:45