Nonparametric estimation of partially observed stochastic multicompartmental systems

DOI10.1080/07362998708809122zbMath0635.62031OpenAlexW2076206674MaRDI QIDQ3774718

Paul S. F. Yip

Publication date: 1987

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998708809122

zbMATH Keywords

maximum likelihood estimatorhazard ratecounting processstochastic integralzero mean martingaleAsymptotic resultunobservable transitionsestimator of the transition rateExplicit expressionirreversible k-compartmental system

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

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Cites Work

• Regression analysis with randomly right-censored data
• Nonparametric inference for a family of counting processes
• The infectiousness of a disease in a community of households
• Slochastic multicompartmental systems. a counting process approach for parameter estimation(°)

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