3 papers
math.ST2025
Local asymptotic normality for discretely observed McKean-Vlasov diffusions
Akram Heidari, Mark Podolskij
We study the local asymptotic normality (LAN) property for the likelihood function associated with discretely observed -dimensional McKean-Vlasov stochastic differential equatio…
stat.ME2025
On goodness-of-fit testing for volatility in McKean-Vlasov models
Akram Heidari, Mark Podolskij
This paper develops a statistical framework for goodness-of-fit testing of volatility functions in i.i.d. McKean-Vlasov stochastic differential equations, which model large diffusi…
math.GR2019
Johnson graphs are panconnected
S. Morteza Mirafzal, A. Heidari
For any given with , the Johnson graph is defined as the graph whose vertex set is , where two…