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

Ivan Vujačić; Itai Dattner

doi:10.1016/j.spl.2017.08.013

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

Ivan Vujačić, Itai Dattner

Department of Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper we use the sieve framework to prove consistency of the ‘direct integral estimator’ of parameters for partially observed systems of ordinary differential equations, which are commonly used for modeling dynamic processes.

Original language	English
Pages (from-to)	40-45
Number of pages	6
Journal	Statistics and Probability Letters
Volume	132
DOIs	https://doi.org/10.1016/j.spl.2017.08.013
State	Published - Jan 2018

Bibliographical note

Publisher Copyright:
© 2017 Elsevier B.V.

Keywords

Consistency
Nonparametric regression
Ordinary differential equations
Sieve extremum estimators

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2017.08.013

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title = "Consistency of direct integral estimator for partially observed systems of ordinary differential equations",

abstract = "In this paper we use the sieve framework to prove consistency of the {\textquoteleft}direct integral estimator{\textquoteright} of parameters for partially observed systems of ordinary differential equations, which are commonly used for modeling dynamic processes.",

keywords = "Consistency, Nonparametric regression, Ordinary differential equations, Sieve extremum estimators",

author = "Ivan Vuja{\v c}i{\'c} and Itai Dattner",

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year = "2018",

month = jan,

doi = "10.1016/j.spl.2017.08.013",

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AU - Vujačić, Ivan

AU - Dattner, Itai

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AB - In this paper we use the sieve framework to prove consistency of the ‘direct integral estimator’ of parameters for partially observed systems of ordinary differential equations, which are commonly used for modeling dynamic processes.

KW - Consistency

KW - Nonparametric regression

KW - Ordinary differential equations

KW - Sieve extremum estimators

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DO - 10.1016/j.spl.2017.08.013

M3 - Article

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VL - 132

SP - 40

EP - 45

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

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

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

Access to Document

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