Parameter estimation of discretely observed interacting particle systems

In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients a stochastic McKean–Vlasov equation associated system interacting particles. The analysis is provided in general framework, as both depend on solution law itself. Starting from discrete observations particle over fixed interval [0,T], propose contrast function based pseudo likelihood approach. We show that estimator consistent when discretization step (Δn) number particles ( N) satisfy Δn→0 N→∞, asymptotically normal additionally condition ΔnN→0 holds.