Parameter estimation for the supercritical contact process

被引:6
|
作者
Fiocco, M
Van Zwev, WR
机构
[1] Leiden Univ, Med Ctr, Dept Med Stat, NL-2300 RC Leiden, Netherlands
[2] Leiden Univ, Inst Math, NL-2300 RA Leiden, Netherlands
关键词
contact process; parameter estimation; random mask; shrinking; supercritical;
D O I
10.3150/bj/1072215201
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Contact processes-and, more generally, interacting particle processes-can serve as models for a large variety of statistical problems, especially if we allow some simple modifications that do not essentially complicate the mathematical treatment of these processes. We begin a statistical study of the supercritical contact process that starts with a single infected site at the origin and is conditioned on survival of the infection. We consider the statistical problem of estimating the parameter lambda of the process on the basis of an observation of the process at a single time t. We propose an estimator of lambda and show that it is consistent and asymptotically normal as t --> infinity.
引用
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页码:1071 / 1092
页数:22
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