Online parameter estimation for the McKean–Vlasov stochastic differential equation
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DOI: 10.1016/j.spa.2023.05.002
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- Wang, Kai & Fan, Hongjie & Zhu, Yanling, 2025. "Stationary distribution of a stochastic generalized SIRI epidemic model with reinfection and relapse," Statistics & Probability Letters, Elsevier, vol. 216(C).
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Keywords
McKean–Vlasov equation; Maximum likelihood; Parameter estimation; Stochastic gradient descent;All these keywords.
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