Fast stable parameter estimation for linear dynamical systems
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DOI: 10.1016/j.csda.2020.107124
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References listed on IDEAS
- Cao, J. & Ramsay, J. O., 2010. "Linear Mixed-Effects Modeling by Parameter Cascading," Journal of the American Statistical Association, American Statistical Association, vol. 105(489), pages 365-374.
- Jiguo Cao & James Ramsay, 2007. "Parameter cascades and profiling in functional data analysis," Computational Statistics, Springer, vol. 22(3), pages 335-351, September.
- Liang, Hua & Wu, Hulin, 2008. "Parameter Estimation for Differential Equation Models Using a Framework of Measurement Error in Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1570-1583.
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Cited by:
- Nanshan, Muye & Zhang, Nan & Xun, Xiaolei & Cao, Jiguo, 2022. "Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations," Computational Statistics & Data Analysis, Elsevier, vol. 173(C).
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Keywords
Parameter cascading; Functional data analysis; Differential equations; Model based smoothing;All these keywords.
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