Statistical Inference for Discretely Observed Diffusion Epidemic Models
نویسندگان
چکیده
منابع مشابه
Statistical inference for discretely observed Markov jump processes
Likelihood inference for discretely observed Markov jump processes with finite state space is investigated. The existence and uniqueness of the maximum likelihood estimator of the intensity matrix are investigated. This topic is closely related to the imbedding problem for Markov chains. It is demonstrated that the maximum likelihood estimator can be found either by the EM algorithm or by a Mar...
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I would like to express my gratitude to my supervisor Susanne Ditlevsen, for scientific advise and her never failing positivity toward her students. Also a very special thanks to Omiros Papaspilioupoulos who has been a big inspiration and for his patience during numerous Skype conversations; always encouraging and full of support and good ideas. Great thanks are also due to Mathieu Kessler for ...
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ژورنال
عنوان ژورنال: International Journal of Mathematical Research
سال: 2017
ISSN: 2311-7427,2306-2223
DOI: 10.18488/journal.24.2017.61.29.35