Statistical inference for a stochastic generalized logistic differential equation

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...

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Vydané v:Communications in nonlinear science & numerical simulation Ročník 139; s. 108261
Hlavní autori: Baltazar-Larios, Fernando, Delgado-Vences, Francisco, Diaz-Infante, Saul, Gomez, Eduardo Lince
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier B.V 01.12.2024
Predmet:
Biological growth
Diffusion bridges
Expectation maximization algorithm
Maximum likelihood estimation
Stochastic generalized logistic differential equation
Maximum likelihood estimation
60H10
Stochastic generalized logistic differential equation
Expectation maximization algorithm
Biological growth
62F10
Diffusion bridges
60H35
ISSN:1007-5704
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Popis
Shrnutí: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. •MLE for three parameters in a stochastic generalized logistic differential equation.•The growth rate and shape are estimated using ML and they are shown to be consistent.•The ML estimator proposed exhibits a high level of efficiency and robustness.
ISSN:1007-5704
DOI:10.1016/j.cnsns.2024.108261