Statistical inference for the stability of the parameters in linear ordinary differential equation

DOI10.1360/012010-537MaRDI QIDQ5017675zbMATH OpenOpenAlexWikidataFDO

Authors Jie Zhou, Ting Wu

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/012010-537

zbMATH Keywords

change pointfunctional dataKarhunen-Loeve expansionlinear ODE

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Point estimation (62F10) Functional data analysis (62R10)

Recommendations

• Change-point detection in a linear stochastic system from noisy observations
• Asymptotically distribution free test for parameter change in a diffusion process model
• Change point test for dispersion parameter based on discretely observed sample from SDE models
• Inference for differential equation models using relaxation via dynamical systems
• scientific article; zbMATH DE number 3850957

Cited in

(1)

• scientific article; zbMATH DE number 766207 (Why is no real title available?)

This page was built for publication: Statistical inference for the stability of the parameters in linear ordinary differential equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5017675)