Parameter estimation for the stochastic SIS epidemic model

Pan, Jiafeng and Gray, Alison and Greenhalgh, David and Mao, Xuerong (2014) Parameter estimation for the stochastic SIS epidemic model. Statistical Inference for Stochastic Processes, 17 (1). pp. 75-98. ISSN 1387-0874

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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 − α)% confidence intervals as well as 100(1 − α)% 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 − α)% joint confidence regions for the pseudo-MLEs. Computer simulations are performed to illustrate our theory.