2 papers
stat.ME2013
Approximation of epidemic models by diffusion processes and their statistical inference
Romain Guy, Catherine Larédo, Elisabeta Vergu
Multidimensional continuous-time Markov jump processes on form a usual set-up for modeling -like epidemics. However, when facing incomplete epidemic da…
math.ST2012
Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient
Romain Guy, Catherine Laredo, Elisabeta Vergu
We consider a multidimensional diffusion X with drift coefficient b(α,X(t)) and diffusion coefficient εσ(β,X(t)). The diffusion is discretely observed at times t_k=kΔ for k=1..n on…