论文信息 - Parameter estimation in a Verhulst stochastic model

Parameter estimation in a Verhulst stochastic model

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.

Francesca Parpinel

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