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

Ivan Vujačić; Itai Dattner

doi:https://doi.org/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

University of Haifa

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	American 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

Keywords

Consistency
Nonparametric regression
Ordinary differential equations
Sieve extremum estimators

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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https://doi.org/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",

note = "Publisher Copyright: {\textcopyright} 2017 Elsevier B.V.",

year = "2018",

month = jan,

doi = "https://doi.org/10.1016/j.spl.2017.08.013",

language = "American English",

volume = "132",

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journal = "Statistics and Probability Letters",

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T1 - Consistency of direct integral estimator for partially observed systems of ordinary differential equations

AU - Vujačić, Ivan

AU - Dattner, Itai

PY - 2018/1

Y1 - 2018/1

N2 - 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.

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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U2 - https://doi.org/10.1016/j.spl.2017.08.013

DO - https://doi.org/10.1016/j.spl.2017.08.013

M3 - Article

SN - 0167-7152

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

Keywords

All Science Journal Classification (ASJC) codes

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