Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission

被引：0
作者：
Easlick, Terry [1 ]
Sun, Wei [2 ]
机构：
[1] Univ Montreal, Ctr Rech Azrieli, Dept Math & Stat, CHU Sainte Justine, Montreal, PQ, Canada
[2] Concordia Univ, Dept Math & Stat, Montreal, PQ, Canada
来源：
STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES | 2025年 / 28卷 / 01期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Stochastic SIR model; Parameter estimation; Least-squares method; Time-dependency; Periodic transmission; L & eacute; vy noise; LEAST-SQUARES ESTIMATORS; DIFFERENTIAL-EQUATIONS; DIFFUSIONS; THRESHOLD;
D O I：
10.1007/s11203-024-09322-5
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We investigate the parameter estimation and prediction of two forms of the stochastic SIR model driven by small L & eacute;vy noise with time-dependent periodic transmission. We present consistency and rate of convergence results for the least-squares estimators. We include simulation studies using the method of projected gradient descent.
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页数：30
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