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^*

^*Corresponding author for this work

Mathematics

Research output: Contribution to Journal › Article › Academic › 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
Issue number	January
Early online date	14 Sept 2017
DOIs	https://doi.org/10.1016/j.spl.2017.08.013
Publication status	Published - Jan 2018

Funding

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

Funders	Funder number
Dutch Technology Foundation STW	10714
Israeli Science Foundation	387/15
Netherlands Organization for Scientific Research
German-Israeli Foundation for Scientific Research and Development	I-2390-304.6/2015
Nederlandse Organisatie voor Wetenschappelijk Onderzoek
Israel Science Foundation
Ministry of Economic Affairs

Keywords

Consistency
Nonparametric regression
Ordinary differential equations
Sieve extremum estimators

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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",

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AU - Dattner, Itai

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KW - Nonparametric regression

KW - Ordinary differential equations

KW - Sieve extremum estimators

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EP - 45

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - January

ER -

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

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