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arXiv · 2405.03815

Statistical inference for a stochastic generalized logistic differential equation

Fernando Baltazar-Larios·Francisco Delgado-Vences·Saul Diaz-Infante·Eduardo Lince Gomez
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Abstract

This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant but unknown. To estimate these two parameters, we use the maximum likelihood method and establish that the estimators for these two parameters are strongly consistent. We estimate the diffusion parameter by using the quadratic variation processes. To test our results, we evaluate two data scenarios, complete and incomplete, with fixed values assigned to the three parameters. In the incomplete data scenario, we apply an Expectation Maximization algorithm.

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Fernando Baltazar-Larios, Francisco Delgado-Vences, Saul Diaz-Infante, Eduardo Lince Gomez. 2024-05-06. Statistical inference for a stochastic generalized logistic differential equation. https://arxiv.org/abs/2405.03815

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