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

Ivan Vujačić and Itai Dattner

Statistics & Probability Letters, 2018, vol. 132, issue C, 40-45

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.

Keywords: Consistency; Ordinary differential equations; Nonparametric regression; Sieve extremum estimators (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2017.08.013

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