Maximum likelihood for the fully observed contact process

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• 作者：Marta Fiocco and Willem R. van Zwet
• 关键词：Contact process ; Supercritical contact process ; Maximum likelihood ; Counting process
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2006
• 出版时间：2006
• 年：2006
• 卷：186
• 期：1
• 页码：117-129
• 全文大小：195 K

文摘

The contact process—and more generally interacting particle systems—are useful and interesting models for a variety of statistical problems. This paper is concerned with maximum likelihood estimation of the parameters of the process for the case where the process is supercritical, starts with a single infected site at the origin and is observed during a long time interval [0,t]. We construct the estimators and prove their consistency and asymptotic normality as t→∞. We also discuss the relation with the estimation problem for the process observed at a single large time.