Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2023
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866910419022512128 |
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| author | Easlick, Terry Sun, Wei |
| author_facet | Easlick, Terry Sun, Wei |
| contents | We investigate the parameter estimation and prediction of two forms of the stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission. We present consistency and rate of convergence results for the least-squares estimators. We include simulation studies using the method of projected gradient descent. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2303_07983 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission Easlick, Terry Sun, Wei Statistics Theory 62M20, 92D30, 62F12 We investigate the parameter estimation and prediction of two forms of the stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission. We present consistency and rate of convergence results for the least-squares estimators. We include simulation studies using the method of projected gradient descent. |
| title | Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission |
| topic | Statistics Theory 62M20, 92D30, 62F12 |
| url | https://arxiv.org/abs/2303.07983 |