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

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  • Vujačić, Ivan
  • Dattner, Itai

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.

Suggested Citation

  • Vujačić, Ivan & Dattner, Itai, 2018. "Consistency of direct integral estimator for partially observed systems of ordinary differential equations," Statistics & Probability Letters, Elsevier, vol. 132(C), pages 40-45.
    • Handle: RePEc:eee:stapro:v:132:y:2018:i:c:p:40-45
    DOI: 10.1016/j.spl.2017.08.013
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    References listed on IDEAS

    as
    1. Itai Dattner, 2015. "A model-based initial guess for estimating parameters in systems of ordinary differential equations," Biometrics, The International Biometric Society, vol. 71(4), pages 1176-1184, December.
    2. Chen, Xiaohong, 2007. "Large Sample Sieve Estimation of Semi-Nonparametric Models," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 76, Elsevier.
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