| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152557 | Statistics & Probability Letters | 2016 | 10 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jie Zhou, Hai-Lin Feng,