1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2024★ 1 cited
On nonparametric estimation of the interaction function in particle system models
Denis Belomestny, Mark Podolskij, Shi-Yuan Zhou
This paper delves into a nonparametric estimation approach for the interaction function within diffusion-type particle system models. We introduce two estimation methods based upon…
math.ST2024
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
Chiara Amorino, Denis Belomestny, Vytautė Pilipauskaitė +2
This paper investigates the estimation of the interaction function for a class of McKean-Vlasov stochastic differential equations. The estimation is based on observations of the as…