【摘 要】
:
Parameters estimation for differential equations arises in many fields of science and engineering with applications ranging from small scale industrial proc
【机 构】
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YaleUniversity24HillhouseAve,NewHaven,CT06511,USA
【出 处】
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The Third IMS-China International Conference on Statistics a
论文部分内容阅读
Parameters estimation for differential equations arises in many fields of science and engineering with applications ranging from small scale industrial processes to the future global climate evolution, Traditional methods are often either computationally intensive or inaccurate for statistical inference.Recently, Ramsay, et.al.(2007, JRSSB) proposed a generalized profiling approach which sparked a lot of interesting discussions.However, statistical properties of this approach including consistency are largely unknown.In this talk, we will try to give a rigorous justification for their methodology, and as a consequence some theoretical guidelines are provided for selecting tuning parameters in their procedure.
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