Consistent estimation of ordinary differential equation when the transformation parameter is unknown

Jie Zhou and Hai-Lin Feng

Statistics & Probability Letters, 2016, vol. 115, issue C, 60-69

Abstract: Two-step estimation of ordinary differential equation (ODE) is investigated when the transformation parameter is unknown. First we build the transformation parameter estimator by profile M-estimation. Then with a new consistency result of M-estimator, two-step estimator is proved to be consistent. Numerical studies validate the effectiveness of the proposed estimator.

Keywords: Two-step estimation; ODE; Transformation parameter; Weak convergence (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.02.008

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