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Statistical inference for a stochastic generalized logistic differential equation
Communications in Nonlinear Science and Numerical Simulation ( IF 3.4 ) Pub Date : 2024-08-07 , DOI: 10.1016/j.cnsns.2024.108261
Fernando Baltazar-Larios , Francisco Delgado-Vences , Saul Diaz-Infante , Eduardo Lince Gomez

In this research we aim to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant but unknown. To estimate these two parameters, we use the maximum likelihood method and establish that the estimators for these two parameters are strongly consistent. We estimate the diffusion parameter by using the quadratic variation processes. To test our results, we evaluate two data scenarios, complete and incomplete, with fixed values assigned to the three parameters. In the incomplete data scenario, we apply an Expectation Maximization algorithm.

中文翻译:


随机广义 Logistic 微分方程的统计推断



在本研究中,我们的目标是估计随机广义 Logistic 微分方程中的三个参数。我们假设内在增长率和形状参数是恒定的但未知。为了估计这两个参数,我们使用最大似然法并确定这两个参数的估计量是高度一致的。我们通过使用二次变分过程来估计扩散参数。为了测试我们的结果,我们评估了完整和不完整的两种数据场景,并为三个参数分配了固定值。在不完整数据场景中,我们应用期望最大化算法。
更新日期:2024-08-07
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