Time-varying coefficient estimation in differential equation models with noisy time-varying covariates

• المؤلفون الرئيسيون: Hong, Zhaoping, Lian, Heng
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Science::Mathematics::Calculus
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/97828; http://hdl.handle.net/10220/17116
• المؤسسة: Nanyang Technological University

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...