Maximum likelihood for the fully observed contact process

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 sing...

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Bibliographic Details
Published in:Journal of computational and applied mathematics 2006-02, Vol.186 (1), p.117-129
Main Authors: Fiocco, Marta, van Zwet, Willem R.
Format: Article
Language:English
Subjects:
Contact process
Counting process
Maximum likelihood
Supercritical contact process
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Summary: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.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2005.01.037