An inference procedure for a simple epidemic model: A martingale approach

DOI10.1016/0096-3003(92)90065-9zbMath0764.62096OpenAlexW2005908335MaRDI QIDQ1186987

Paul S. F. Yip

Publication date: 28 June 1992

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(92)90065-9

zbMATH Keywords

weight functionstopping timemaximum likelihood estimatorstochastic integralscounting processespredictable processasymptotic efficienciesincomplete observationsestimators of infection rateshomogeneously mixing and closed populationsimple stochastic epidemic model

Mathematics Subject Classification ID

Epidemiology (92D30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05) Martingales with continuous parameter (60G44)

Related Items (1)

Estimating the Basic Reproductive Number in the General Epidemic Model with an Unknown Initial Number of Susceptible Individuals

Cites Work

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• Inference on a fatal disease
• Estimating the initial relative infection rate for a stochastic epidemic model
• A new look at the simple epidemic process
• The foundations of finite sample estimation in stochastic processes
• The infectiousness of a disease within households
• Optimal nonparametric estimation for some semimartingale stochastic differential equations
• Stochastic calculus as a tool in survival analysis: A review

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