A tracking approach to parameter estimation in linear ordinary differential equations
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Publication:902223
DOI10.1214/15-EJS1086zbMath1330.62168arXiv1410.7554OpenAlexW2963491733MaRDI QIDQ902223
Quentin Clairon, Nicolas J.-B. Brunel
Publication date: 7 January 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.7554
optimal controlparameter estimationsmoothingordinary differential equationsRiccati differential equationasymptotic statisticsplug-in property
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Parametric inference (62F99) Estimation and detection in stochastic control theory (93E10)
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