Work

Parameter estimation of discretely observed interacting particle systems

Year: 2023

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2023.06.011

Authors: Chiara Amorino, Akram Heidari, Vytautė Pilipauskaitė, Mark Podolskij

Institutions: University of Luxembourg, Aalborg University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: European Research Council

Award: G6509993664

OpenAlex ID: W4381620617

FWCI: 5.069

Cites: 58

Cited by: 25

Related to: 10