Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129995 | Stochastic Processes and their Applications | 2017 | 22 Pages |
Abstract
We consider the estimation of the affine parameter and power-law exponent in the preferential attachment model with random initial degrees. We derive the likelihood, and show that the maximum likelihood estimator (MLE) is asymptotically normal and efficient. We also propose a quasi-maximum-likelihood estimator (QMLE) to overcome the MLE's dependence on the history of the initial degrees. To demonstrate the power of our idea, we present numerical simulations.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Fengnan Gao, Aad van der Vaart,