Statistical inference for a stochastic generalized logistic differential equation
Methodology
2024-05-08 v1 Probability
Statistics Theory
Statistics Theory
Abstract
This research aims 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.
Cite
@article{arxiv.2405.03815,
title = {Statistical inference for a stochastic generalized logistic differential equation},
author = {Fernando Baltazar-Larios and Francisco Delgado-Vences and Saul Diaz-Infante and Eduardo Lince Gomez},
journal= {arXiv preprint arXiv:2405.03815},
year = {2024}
}
Comments
22 pages, 3 figures