Estimation of the parameters of a stochastic logistic growth model

Abstract : 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.
Liste complète des métadonnées

Littérature citée [23 références]  Voir  Masquer  Télécharger
Contributeur : Marc Joannides <>
Soumis le : lundi 8 juillet 2013 - 12:52:10
Dernière modification le : samedi 27 janvier 2018 - 01:30:43
Document(s) archivé(s) le : mercredi 5 avril 2017 - 08:14:51


Fichiers produits par l'(les) auteur(s)


  • HAL Id : hal-00842291, version 1
  • ARXIV : 1307.2217


Fabien Campillo, Marc Joannides, Irène Larramendy-Valverde. Estimation of the parameters of a stochastic logistic growth model. 2013. 〈hal-00842291〉



Consultations de la notice


Téléchargements de fichiers