Consistency of direct integral estimator for partially observed systems of ordinary differential equations

DOI10.1016/J.SPL.2017.08.013zbMath1380.62211OpenAlexW2754080784MaRDI QIDQ1686363

Ivan Vujačić, Itai Dattner

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.08.013

zbMATH Keywords

consistencyordinary differential equationsnonparametric regressionsieve extremum estimators

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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• Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters
• \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
• Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
• A model-based initial guess for estimating parameters in systems of ordinary differential equations

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