Estimation of the parameters of a stochastic logistic growth model - Archive ouverte HAL Accéder directement au contenu
Rapport Année : 2013

Estimation of the parameters of a stochastic logistic growth model

Résumé

We consider a stochastic logistic growth model involving both birth and death rates in the drift and diffusion coefficients for which extinction eventually occurs almost surely. The associated complete Fokker-Planck equation describing the law of the process is established and studied. We then use its solution to build a likelihood function for the unknown model parameters, when discretely sampled data is available. The existing estimation methods need adaptation in order to deal with the extinction problem. We propose such adaptations, based on the particular form of the Fokker-Planck equation, and we evaluate their performances with numerical simulations. In the same time, we explore the identifiability of the parameters which is a crucial problem for the corresponding deterministic (noise free) model.
Fichier principal
Vignette du fichier
hal.pdf (1.76 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00842291 , version 1 (08-07-2013)

Identifiants

Citer

Fabien Campillo, Marc Joannides, Irène Larramendy-Valverde. Estimation of the parameters of a stochastic logistic growth model. 2013. ⟨hal-00842291⟩
357 Consultations
1314 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More