# 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. (Unpublished)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.

#### ORCID iDs

Pan, Jiafeng ORCID: https://orcid.org/0000-0001-5993-3209, Gray, Alison ORCID: https://orcid.org/0000-0002-6273-0637, Greenhalgh, David ORCID: https://orcid.org/0000-0001-5380-3307 and Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864;
• Item type: Conference or Workshop Item(Speech) 41324 DateEvent2012Published Stochastic SIS epidemic model, pseudo-maximum likelihood estimation, least squares estimation, confidence interval, confidence region, asymptotic estimator, Probabilities. Mathematical statistics Science > Mathematics > Probabilities. Mathematical statistics Faculty of Science > Mathematics and Statistics Pure Administrator 02 Oct 2012 10:14 22 Jul 2021 01:40 https://strathprints.strath.ac.uk/id/eprint/41324