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 (Unpublished)

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

Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864

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• Item metadata

  Item type:	Conference or Workshop Item(Speech)
  ID code:	41324
  Dates:	Date Event 2012 Published
  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:	28 Nov 2025 01:37
  URI:	https://strathprints.strath.ac.uk/id/eprint/41324