Parameter identification for a stochastic logistic growth model with extinction

DOI10.1080/03610918.2017.1291960OpenAlexW2586173822MaRDI QIDQ5084735FDOQ5084735

Authors: F. Campillo, Marc Joannides, Irène Larramendy-Valverde 

Publication date: 28 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1291960

zbMATH Keywords

Monte CarloestimationextinctionFokker-Planck equationlogistic modeldiffusion processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites Work

• Title not available (Why is that?)
• Bayesian inference for nonlinear multivariate diffusion models observed with error
• Numerical solution of SDE through computer experiments. Including floppy disk
• Simple simulation of diffusion bridges with application to likelihood inference for diffusions
• Exact simulation of diffusions
• Parameter estimation by contrast minimization for noisy observations of a diffusion process
• Diffusions with measurement errors. II. Optimal estimators
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
• The Fokker-Planck equation. Methods of solutions and applications.
• The parabolic differential equations and the associated semigroups of transformation
• Title not available (Why is that?)
• Asymptotic methods for the Fokker-Planck equation and the exit problem in applications
• Analysis and approximation of a stochastic growth model with extinction
• Title not available (Why is that?)
• On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations*
• Exact Monte Carlo simulation of killed diffusions
• Euler schemes and half-space approximation for the simulation of diffusion in a domain
• Efficient importance sampling maximum likelihood estimation of stochastic differential equations

Cited In (2)

• Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
• Proportional stochastic generalized Lotka-Volterra model with an application to learning microbial community structures

Uses Software

• subplex

This page was built for publication: Parameter identification for a stochastic logistic growth model with extinction

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5084735)