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

• Main Authors: Hong, Zhaoping, Lian, Heng
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Science::Mathematics::Calculus
• Online Access: https://hdl.handle.net/10356/97828; http://hdl.handle.net/10220/17116
• Institution: 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...