Statistical inference for a stochastic generalized logistic differential equation

Autor:	Baltazar-Larios, Fernando, Delgado-Vences, Francisco, Diaz-Infante, Saul, Gomez, Eduardo Lince
Rok vydání:	2024
Předmět:	Statistics - Methodology Mathematics - Probability Mathematics - Statistics Theory 60H10 60H35 62F10
Druh dokumentu:	Working Paper
Popis:	This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant but unknown. To estimate these two parameters, we use the maximum likelihood method and establish that the estimators for these two parameters are strongly consistent. We estimate the diffusion parameter by using the quadratic variation processes. To test our results, we evaluate two data scenarios, complete and incomplete, with fixed values assigned to the three parameters. In the incomplete data scenario, we apply an Expectation Maximization algorithm. Comment: 22 pages, 3 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2405.03815 Zobrazit plný text záznamu View this record from Arxiv