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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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| Published in: | Journal of computational and applied mathematics 2006-02, Vol.186 (1), p.117-129 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
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| cited_by | cdi_FETCH-LOGICAL-c371t-1cf488d3cb279c8e126c8a1afb90d37df003104ff7af7cfbac86c8cb9eda31a53 |
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| cites | cdi_FETCH-LOGICAL-c371t-1cf488d3cb279c8e126c8a1afb90d37df003104ff7af7cfbac86c8cb9eda31a53 |
| container_end_page | 129 |
| container_issue | 1 |
| container_start_page | 117 |
| container_title | Journal of computational and applied mathematics |
| container_volume | 186 |
| creator | Fiocco, Marta van Zwet, Willem R. |
| description | 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. |
| doi_str_mv | 10.1016/j.cam.2005.01.037 |
| format | article |
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[
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.</description><identifier>ISSN: 0377-0427</identifier><identifier>EISSN: 1879-1778</identifier><identifier>DOI: 10.1016/j.cam.2005.01.037</identifier><language>eng</language><publisher>Elsevier B.V</publisher><subject>Contact process ; Counting process ; Maximum likelihood ; Supercritical contact process</subject><ispartof>Journal of computational and applied mathematics, 2006-02, Vol.186 (1), p.117-129</ispartof><rights>2005 Elsevier B.V.</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c371t-1cf488d3cb279c8e126c8a1afb90d37df003104ff7af7cfbac86c8cb9eda31a53</citedby><cites>FETCH-LOGICAL-c371t-1cf488d3cb279c8e126c8a1afb90d37df003104ff7af7cfbac86c8cb9eda31a53</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,780,784,27923,27924</link.rule.ids></links><search><creatorcontrib>Fiocco, Marta</creatorcontrib><creatorcontrib>van Zwet, Willem R.</creatorcontrib><title>Maximum likelihood for the fully observed contact process</title><title>Journal of computational and applied mathematics</title><description>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
→
∞
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[
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.</abstract><pub>Elsevier B.V</pub><doi>10.1016/j.cam.2005.01.037</doi><tpages>13</tpages><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 0377-0427 |
| ispartof | Journal of computational and applied mathematics, 2006-02, Vol.186 (1), p.117-129 |
| issn | 0377-0427 1879-1778 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_29206350 |
| source | ScienceDirect Journals |
| subjects | Contact process Counting process Maximum likelihood Supercritical contact process |
| title | Maximum likelihood for the fully observed contact process |
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