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Estimation of parameters for the SDE SIS epidemic model

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 (Unpublished)

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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)
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
Related URLs:
    Depositing user: Pure Administrator
    Date Deposited: 02 Oct 2012 11:14
    Last modified: 07 Dec 2013 14:19
    URI: http://strathprints.strath.ac.uk/id/eprint/41324

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