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

Funding Information:
The first author was supported by the Dutch Technology Foundation STW (10714), which is part of the Netherlands Organization for Scientific Research (NWO), and which is partly funded by Ministry of Economic Affairs. The second author was supported by the Israeli Science Foundation grant number 387/15, by the German–Israeli Foundation for Scientific Research and Development grant number I-2390-304.6/2015, and by a STAR Visitor Grant. The authors are thankful to Bartek Knapik, Shota Gugushvili and Eduard Belitser for useful discussions.

Funding Information:
The first author was supported by the Dutch Technology Foundation STW (10714), which is part of the Netherlands Organization for Scientific Research (NWO), and which is partly funded by Ministry of Economic Affairs . The second author was supported by the Israeli Science Foundation grant number 387/15 , by the German–Israeli Foundation for Scientific Research and Development grant number I-2390-304.6/2015 , and by a STAR Visitor Grant . The authors are thankful to Bartek Knapik, Shota Gugushvili and Eduard Belitser for useful discussions. Appendix A

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

Cite this

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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.",

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

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AU - Dattner, Itai

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KW - Sieve extremum estimators

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

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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