{
  "abstract": "In this paper, we address the joint parameter estimation of drift and diffusion coefficients for heterogeneously interacting particle systems. Unlike the homogeneous setting, the interactions are governed by a graphon-weighted mean-field framework, which introduces significant analytical complexity: while homogeneous systems yield i.i.d. limits, our setting results in particles that are independent but non-identically distributed in the limit. Based on discrete observations of the system over a fixed time interval $[0, T]$, we propose a contrast function based on a pseudo-likelihood approach. We prove the consistency of the resulting estimators as the discretization step $Δ_n \\to 0$ and the number of particles $N \\to \\infty$. Furthermore, we establish asymptotic normality under the additional constraint $N Δ_n \\to 0$, demonstrating that the underlying graphon structure can be rigorously handled despite the lack of identical distribution in the limit.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2609.21710",
  "author_total": 2,
  "authors": [
    {
      "name": "Chiara Amorino"
    },
    {
      "name": "Matteo Sfragara"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/ajpc2jeq7ndq6.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2609.21710",
  "fulltext_url": null,
  "id": "ajpc2jeq7ndq6",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2609.21710",
  "language": null,
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.PR"
    ],
    [
      "arxiv",
      "math.ST"
    ],
    [
      "arxiv",
      "stat.TH"
    ],
    [
      "openalex",
      "2003|Stochastic processes and financial applications"
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  "openalex": "W7213864150",
  "pdf_url": "https://arxiv.org/pdf/2609.21710",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-18",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/ajpc2jeq7ndq6.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:23:07Z",
      "native_id": "2609.21710",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.21710"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    },
    {
      "field": "mathematics",
      "origin": "arxiv:math.ST",
      "subfield": "statistics"
    }
  ],
  "title": "Parameter estimation for graphon-interacting particle systems from discrete observations",
  "title_text": "Parameter estimation for graphon-interacting particle systems from discrete observations",
  "type": "preprint",
  "updated_at": "2026-10-30T12:23:12Z",
  "url": "https://research.draconitic.com/paper/ajpc2jeq7ndq6",
  "venue": "arXiv",
  "versions": []
}