Statistical inference for a stochastic generalized logistic differential equation
Fuente:
arXiv
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| Hauptverfasser: | , , , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866929336826724352 |
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| author | Baltazar-Larios, Fernando Delgado-Vences, Francisco Diaz-Infante, Saul Gomez, Eduardo Lince |
| author_facet | Baltazar-Larios, Fernando Delgado-Vences, Francisco Diaz-Infante, Saul Gomez, Eduardo Lince |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2405_03815 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Statistical inference for a stochastic generalized logistic differential equation Baltazar-Larios, Fernando Delgado-Vences, Francisco Diaz-Infante, Saul Gomez, Eduardo Lince Methodology Probability Statistics Theory 60H10, 60H35, 62F10 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. |
| title | Statistical inference for a stochastic generalized logistic differential equation |
| topic | Methodology Probability Statistics Theory 60H10, 60H35, 62F10 |
| url | https://arxiv.org/abs/2405.03815 |