Parameter identification for a stochastic logistic growth model with extinction |
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| Authors: | Fabien Campillo Irène Larramendy-Valverde |
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| Institution: | 1. Inria, Lemon Project, rue Saint-Priest, Montpellier, France;2. Université Montpellier, IMAG, UMR, Place Eugène Bataillon, Case courrier, Montpellier, France |
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| Abstract: | We consider a stochastic logistic growth model given by a stochastic differential equation, for which extinction can occur. We first propose appropriate adaptation of some standard inference methods when the process is observed at discrete time. Second, we show that the individual birth and death can be identified separately to some extent. |
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| Keywords: | Diffusion processes Extinction Fokker–Planck equation Estimation Logistic model Monte Carlo |
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