PARAMETRIC INFERENCE FOR SMALL VARIANCE AND LONG TIME HORIZON MCKEAN-VLASOV DIFFUSION MODELS

Using the modified table of separation distances and the limiting distance a s explained above, the application of the per - formance method to six different

Cela achève selon nous de légitimer l’inexistence en anglais et dans notre synchronie d’une saillance phono-articulatoire {L} liée au concept de « petitesse » ou de «

After proving consistency and asymptotic normality of the estimator, leading to asymptotic confidence intervals, we provide a thorough numerical study, which compares many

The purpose of this paper is to provide a detailed analysis of the dynamic programming method for the optimal control of nonlinear mean-field systems in discrete time, where

Here, we describe the update to version 9.1 of STRING, introducing several improvements: (i) we extend the automated mining of scientific texts for inter- action information, to

We consider here a parametric framework with distributions leading to explicit approximate likelihood functions and study the asymptotic behaviour of the associated estimators under

3 Statistical inference for discretely observed diffusions with small diffusion coefficient, theoretical and Simulation results.. 4 Ongoing Work : statistical inference for

Inference for epidemic data using diffusion processes with small diffusion coefficient.. Romain Guy, Catherine Laredo,