Parameter estimation for the stochastic SIS epidemic model |
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Authors: | Jiafeng Pan Alison Gray David Greenhalgh Xuerong Mao |
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Affiliation: | 1. Department of Mathematics and Statistics, University of Strathclyde, Glasgow, ?G1 1XH, UK
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Abstract: | In this paper we estimate the parameters in the stochastic SIS epidemic model by using pseudo-maximum likelihood estimation (pseudo-MLE) and least squares estimation. We obtain the point estimators and $100 (1-alpha )%$ confidence intervals as well as $100 (1-alpha )%$ joint confidence regions by applying least squares techniques. The pseudo-MLEs have almost the same form as the least squares case. We also obtain the exact as well as the asymptotic $100 (1-alpha )%$ joint confidence regions for the pseudo-MLEs. Computer simulations are performed to illustrate our theory. |
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