Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4643584 | Journal of Computational and Applied Mathematics | 2006 | 13 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Marta Fiocco, Willem R. van Zwet,