Time-varying coefficient estimation in differential equation models with noisy time-varying covariates
We study the problem of estimating time-varying coefficients in ordinary differential equations. Current theory only applies to the case when the associated state variables are observed without measurement errors as presented in Chen and Wu (2008)Â  and . The difficulty arises from the quadratic functional of observations that one needs to deal with instead of the linear functional that appears when state variables contain no measurement errors. We derive the asymptotic bias and variance for the previously proposed two-step estimators using quadratic regression functional theory.
Volume (Year): 103 (2012)
Issue (Month): 1 (January)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Chen, Jianwei & Wu, Hulin, 2008. "Efficient Local Estimation for Time-Varying Coefficients in Deterministic Dynamic Models With Applications to HIV-1 Dynamics," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 369-384, March.
- Liang, Hua & Wu, Hulin, 2008. "Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1570-1583.
- J. O. Ramsay & G. Hooker & D. Campbell & J. Cao, 2007. "Parameter estimation for differential equations: a generalized smoothing approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 741-796.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:103:y:2012:i:1:p:58-67. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If references are entirely missing, you can add them using this form.