Article ID Journal Published Year Pages File Type
4643584 Journal of Computational and Applied Mathematics 2006 13 Pages PDF
Abstract

The contact process—and more generally interacting particle systems—are useful and interesting models for a variety of statistical problems. This paper is concerned with maximum likelihood estimation of the parameters of the process for the case where the process is supercritical, starts with a single infected site at the origin and is observed during a long time interval [0,t][0,t]. We construct the estimators and prove their consistency and asymptotic normality as t→∞t→∞. We also discuss the relation with the estimation problem for the process observed at a single large time.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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