The LAN property for McKean–Vlasov models in a mean-field regime
Laetitia Della Maestra, Marc Hoffmann
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MathematicsLocal asymptotic normalityEstimatorApplied mathematicsDegeneracy (biology)Fisher informationIdentifiabilityMean field theoryAsymptotic distributionMinimaxTRACE (psycholinguistics)Mathematical analysisMathematical optimizationStatisticsBiologyQuantum mechanicsPhilosophyPhysicsLinguisticsBioinformaticsAdvanced Thermodynamics and Statistical Mechanicsstochastic dynamics and bifurcationStochastic processes and financial applications