Parametric Estimation of Ordinary Differential Equations With Orthogonality Conditions

DOI10.1080/01621459.2013.841583zbMath1367.62081arXiv1410.7566OpenAlexW4300427750MaRDI QIDQ4975341

Florence d'Alché-Buc, Nicolas J.-B. Brunel, Quentin Clairon

Publication date: 4 August 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.7566

zbMATH Keywords

Sobolev spacevariational formulationnonparametric statisticsplug-in propertymethods of momentsgradient matching

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Parametric inference under constraints (62F30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Uses Software

• SemiPar

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