Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
Qi X, Zhao H. Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations. The Annals Of Statistics 2010, 38: 435-481. DOI: 10.1214/09-aos724.Peer-Reviewed Original ResearchOrdinary differential equationsDifferential equationsBasis functionsEstimation procedureAsymptotic covariance matrixEfficient estimation procedureFinite sample propertiesMaximum likelihood estimationODE solutionStatistical propertiesAsymptotic normalityAsymptotic efficiencySpline approximationTrue solutionCovariance matrixComputational efficiencyLikelihood estimationLinear combinationUniform normApproximationEstimation methodEquationsObserved dataDynamic behaviorSolution