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) [4] and [5]. The difficulty arises from the quadrati...

Full description

Saved in:
Bibliographic Details
Main Authors: Hong, Zhaoping, Lian, Heng
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
Subjects:
Online Access:https://hdl.handle.net/10356/97828
http://hdl.handle.net/10220/17116
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English