Least squares estimation for distribution-dependent stochastic differential delay equations

Abstract

<p style='text-indent:20px;'>The parametric estimation of drift parameter for distribution - dependent stochastic differential delay equations with a small diffusion is presented. The principle technique of our investigation is to construct an appropriate contrast function and carry out a limiting type of argument to show the consistency and convergence rate of the least squares estimator of the drift parameter via interacting particle systems. In addition, two examples are constructed to demonstrate the effectiveness of our work.</p>