| ชื่อเรื่อง | : | Time-varying coefficient estimation in differential equation models with noisy time-varying covariates |
| นักวิจัย | : | Hong, Zhaoping , Lian, Heng |
| คำค้น | : | DRNTU::Science::Mathematics::Calculus. |
| หน่วยงาน | : | Nanyang Technological University, Singapore |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2555 |
| อ้างอิง | : | Hong, Z., & Lian, H. (2012). Time-varying coefficient estimation in differential equation models with noisy time-varying covariates. Journal of multivariate analysis, 103(1), 58-67. , 0047-259X , http://hdl.handle.net/10220/17116 , http://dx.doi.org/10.1016/j.jmva.2011.06.007 |
| ที่มา | : | - |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | Journal of multivariate analysis |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | We study the problem of estimating time-varying coefficients in ordinary differential equations. Current theory only applies to the case when the associated state variables are observed without measurement errors as presented in Chen and Wu (2008) [4] and [5]. The difficulty arises from the quadratic functional of observations that one needs to deal with instead of the linear functional that appears when state variables contain no measurement errors. We derive the asymptotic bias and variance for the previously proposed two-step estimators using quadratic regression functional theory. |
| บรรณานุกรม | : |
Hong, Zhaoping , Lian, Heng . (2555). Time-varying coefficient estimation in differential equation models with noisy time-varying covariates.
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Hong, Zhaoping , Lian, Heng . 2555. "Time-varying coefficient estimation in differential equation models with noisy time-varying covariates".
กรุงเทพมหานคร : Nanyang Technological University, Singapore. Hong, Zhaoping , Lian, Heng . "Time-varying coefficient estimation in differential equation models with noisy time-varying covariates."
กรุงเทพมหานคร : Nanyang Technological University, Singapore, 2555. Print. Hong, Zhaoping , Lian, Heng . Time-varying coefficient estimation in differential equation models with noisy time-varying covariates. กรุงเทพมหานคร : Nanyang Technological University, Singapore; 2555.
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