\(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing

DOI10.3150/11-BEJ362zbMath1257.49033arXiv1007.3880MaRDI QIDQ442091

Shota Gugushvili, Chris A. J. Klaassen

Publication date: 9 August 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3880

zbMATH Keywords

\(M\)-estimatornonparametric regression\(\sqrt{n}\)-consistencyODE systemPriestley-Chao estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonlinear ordinary differential equations and systems (34A34) Numerical methods in optimal control (49M99)

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Uses Software

• Mathematica
• RODAS
• KernSmooth
• Ipopt

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