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

Ivan Vujačić, Itai Dattner*

*Corresponding author for this work

Research output: Contribution to JournalArticleAcademicpeer-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 languageEnglish
Pages (from-to)40-45
Number of pages6
JournalStatistics and Probability Letters
Volume132
Issue numberJanuary
Early online date14 Sep 2017
DOIs
Publication statusPublished - Jan 2018

Keywords

  • Consistency
  • Nonparametric regression
  • Ordinary differential equations
  • Sieve extremum estimators

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