Samenvatting
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-2 | Engels |
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Pagina's (van-tot) | 117-129 |
Aantal pagina's | 13 |
Tijdschrift | Journal of Computational and Applied Mathematics |
Volume | 186 |
Nummer van het tijdschrift | 1 SPEC. ISS. |
DOI's | |
Status | Gepubliceerd - 1 feb. 2006 |
Extern gepubliceerd | Ja |