Back to Search
Start Over
Consistent estimation of ordinary differential equation when the transformation parameter is unknown.
- Source :
-
Statistics & Probability Letters . Aug2016, Vol. 115, p60-69. 10p. - Publication Year :
- 2016
-
Abstract
- Two-step estimation of ordinary differential equation (ODE) is investigated when the transformation parameter is unknown. First we build the transformation parameter estimator by profile M-estimation. Then with a new consistency result of M-estimator, two-step estimator is proved to be consistent. Numerical studies validate the effectiveness of the proposed estimator. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 115
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 115264689
- Full Text :
- https://doi.org/10.1016/j.spl.2016.02.008