Maximum likelihood for the fully observed contact process

Marta Fiocco, Willem R. Van Zwet

Onderzoeksoutput: Bijdrage aan tijdschriftArtikelpeer review

2 Citaten (Scopus)


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]. We construct the estimators and prove their consistency and asymptotic normality as t→∞. We also discuss the relation with the estimation problem for the process observed at a single large time.

Originele taal-2Engels
Pagina's (van-tot)117-129
Aantal pagina's13
TijdschriftJournal of Computational and Applied Mathematics
Nummer van het tijdschrift1 SPEC. ISS.
StatusGepubliceerd - 1 feb. 2006
Extern gepubliceerdJa


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