2 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.ME2021★ 1 cited
Maximum Likelihood Estimation of Diffusions by Continuous Time Markov Chain
J. L. Kirkby, Dang Nguyen, Duy Nguyen +1
In this paper we present a novel method for estimating the parameters of a parametric diffusion processes. Our approach is based on a closed-form Maximum Likelihood estimator for a…
math.PR2015★ 2 cited
Dynamical Behavior of a stochastic SIRS epidemic model
N. T. Hieu, N. H. Du, P. Auger +1
In this paper we study the Kernack - MacKendrick model under telegraph noise. The telegraph noise switches at random between two SIRS models. We give out conditions for the persist…