Parameter estimation in a verhulst stochastic model |
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| Authors: | Francesca Parpinel |
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| Institution: | (1) Dipartimento di Scienze Statistiche, Università di Padova, v. S. Francesco, 33-35121 Padova, Italy |
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| Abstract: | Summary Maximum likelihood estimation is a well-known statistical tool. When applied to the study of dynamical continuous-time phenomena,
it requires some specific assumptions. In this paper we discuss some properties of the maximum likelihood estimator for a
stochastic Verhulst model and we show some simulation results on the behaviour of the corresponding discrete estimator. |
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| Keywords: | Continuous time models stochastic differential equations maximum likelihood estimation discrete approximation |
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