Pan, Jiafeng and Gray, Alison and Greenhalgh, David and Mao, Xuerong
(2012)
*Estimation of parameters for the SDE SIS epidemic model.*
In: Workshop on Stochastic Modelling in Ecosystems, 2012-06-11 - 2012-06-12, Glasgow.
(Unpublished)

## Abstract

In this paper we estimate the parameters in the stochastic SIS epidemic model by using pseudo maximum likelihood estimation (pseudo-MLE) and least squares estimation. We obtain the point estimators and $100(1-\alpha)\%$ confidence intervals as well as $100(1-\alpha)\%$ joint confidence regions by applying least squares techniques. The pseudo-MLEs have almost the same form as the least squares case. We also obtain the exact as well as the asymptotic $100(1-\alpha)\%$ joint confidence regions for the pseudo-MLEs. Computer simulations are performed to illustrate our theory.

Item type: | Conference or Workshop Item (Speech) |
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ID code: | 41324 |

Keywords: | Stochastic SIS epidemic model, pseudo-maximum likelihood estimation, least squares estimation, confidence interval, confidence region, asymptotic estimator, Probabilities. Mathematical statistics |

Subjects: | Science > Mathematics > Probabilities. Mathematical statistics |

Department: | Faculty of Science > Mathematics and Statistics |

Depositing user: | Pure Administrator |

Date Deposited: | 02 Oct 2012 10:14 |

Last modified: | 07 Dec 2013 14:19 |

URI: | http://strathprints.strath.ac.uk/id/eprint/41324 |

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