Asymptotically efficient parameter estimation for ordinary differential equations

• 来源期刊: 中国科学：数学（英文版）
• 年，卷（期）: 2017,（11）
• 页码范围: 2263-2286
• 页数: 24页
• 语种: 英文
• DOI: 10.1007/s11425-017-9155-0

摘要

Parameter estimation for ordinary differential equations arises in many fields of science and engineering.To be the best of our knowledge,traditional methods are often either computationally intensive or inaccurate for statistical inference.Ramsay et al.(2007) proposed a generalized profiling procedure.It is easily implementable and has been demonstrated to have encouraging numerical performance.However,little is known about statistical properties of this procedure.In this paper,we provide a theoretical justification of the generalized profiling procedure.Under some regularity conditions,the procedure is shown to be consistent for a broad range of tuning parameters.When the tuning parameters are sufficiently large,the procedure can be further shown to be asymptotically normal and efficient.