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

DOI10.1016/j.jmva.2011.06.007zbMath1274.62241arXiv0910.1027OpenAlexW2065202408WikidataQ115345769 ScholiaQ115345769MaRDI QIDQ642222

Zhaoping Hong, Heng Lian

Publication date: 25 October 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0910.1027

zbMATH Keywords

varying coefficient modelsdifferential equationlocal polynomial regressionmeasurement error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (2)

Bayesian estimation of time-varying parameters in ordinary differential equation models with noisy time-varying covariates ⋮ Multilevel bootstrap particle filter

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