Parameter estimation for the stochastic SIS epidemic model

Gray, Alison and Pan, Jiafeng and Greenhalgh, David and Mao, Xuerong (2015) Parameter estimation for the stochastic SIS epidemic model. In: 26th Numerical Analysis Conference, 2015-06-23 - 2015-06-26, University of Strathclyde. (Unpublished)

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Abstract

In this work [1] we estimate the parameters in the stochastic SIS (susceptible-infected-susceptible) epidemic model [2] 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 used to illustrate our theory.