Improved nonparametric estimation for diffusion epidemiological SIR model from incomplete data

被引：0
|
作者：
Perelevskiy, Svyatoslav S. [1 ]
Pchelintsev, Evgeny A. [1 ]
机构：
[1] Tomsk State Univ, Tomsk, Russia
来源：
VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE | 2023年 / 65期
关键词：
ergodic diffusion process; SIR model; heteroscedastic regression; incomplete data; improved estimation; mean square risk; weighted estimates;
D O I：
10.17223/19988605/65/8
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The paper considers the problem of statistical estimation of the epidemic spread function from discrete data in a stochastic SIR model of the Kermack-Mackendrick type, in which the infection dynamics is determined by an ergodic diffusion process with an unknown diffusion coefficient. To estimate the drift function of the diffusion process, an improved procedure is proposed that has a higher convergence rate than least squares estimates. The results of Monte Carlo numerical simulation are given.
引用
收藏
页码：79 / 88
页数：10
相关论文
共 50 条
  • [1] NONPARAMETRIC ESTIMATION OF FUNCTIONS IN A MODEL OF COMPETING RISKS FROM INCOMPLETE LONGITUDINAL DATA
    MODE, CJ
    MATHEMATICAL BIOSCIENCES, 1979, 45 (1-2) : 1 - 20
  • [2] Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
    Gourieroux, Christian
    Nguyen, Hung T.
    Sriboonchitta, Songsak
    ANNALS OF OPERATIONS RESEARCH, 2017, 256 (02) : 203 - 219
  • [3] Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
    Christian Gourieroux
    Hung T. Nguyen
    Songsak Sriboonchitta
    Annals of Operations Research, 2017, 256 : 203 - 219
  • [4] IMPROVED NONPARAMETRIC ESTIMATION OF THE DRIFT IN DIFFUSION PROCESSES
    Pchelintsev, E. A.
    Perelevskiy, S. S.
    Makarova, I. A.
    UCHENYE ZAPISKI KAZANSKOGO UNIVERSITETA-SERIYA FIZIKO-MATEMATICHESKIE NAUKI, 2018, 160 (02): : 364 - 372
  • [5] NONPARAMETRIC-ESTIMATION FROM INCOMPLETE OBSERVATIONS
    KAPLAN, EL
    MEIER, P
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1958, 53 (282) : 457 - 481
  • [6] Estimation of diffusion processes from incomplete data - A simulation study
    Greve, HR
    Tuma, NB
    Strang, D
    SOCIOLOGICAL METHODS & RESEARCH, 2001, 29 (04) : 435 - 467
  • [7] Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
    Ye, Xu-Guo
    Zhao, Yan-Yong
    Zhang, Kong-Sheng
    JOURNAL OF NONPARAMETRIC STATISTICS, 2020, 32 (03) : 587 - 616
  • [8] Adaptive drift estimation for nonparametric diffusion model
    Spokoiny, VG
    ANNALS OF STATISTICS, 2000, 28 (03): : 815 - 836
  • [9] A STOCHASTIC ALGORITHM FOR PARAMETRIC AND NONPARAMETRIC-ESTIMATION IN THE CASE OF INCOMPLETE DATA
    LAVIELLE, M
    SIGNAL PROCESSING, 1995, 42 (01) : 3 - 17
  • [10] A SIR Model with Incomplete Data for the Analysis of Influenza A Spread in Ningbo
    Wang, Bingqing
    Hu, Yanyao
    Cen, Zhongdi
    Huang, Jian
    He, Tianfeng
    Xu, Aimin
    DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2024, 2024
12345