Maximum likelihood for the fully observed contact process

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:186

Article

Fiocco, M ; van Zwet, WR

关键词: contact process;    supercritical contact process;    maximum likelihood;    counting process;   

DOI  :  10.1016/j.cam.2005.01.037

来源: Elsevier

【 摘 要 】

The contact process-and more generally interacting particle systems-are useful and interesting models for a variety of statistical problems. This paper is concerned with maximum likelihood estimation of the parameters of the process for the case where the process is supercritical, starts with a single infected site at the origin and is observed during a long time interval [0, t]. We construct the estimators and prove their consistency and asymptotic normality as t -> infinity. We also discuss the relation with the estimation problem for the process observed at a single large time. (c) 2005 Elsevier B.V. All rights reserved.

【 授权许可】

Free