Article ID Journal Published Year Pages File Type
5129995 Stochastic Processes and their Applications 2017 22 Pages PDF
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)
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