Parameter identification for a stochastic logistic growth model with extinction
Author:
Affiliation:
1. Inria, Lemon Project, rue Saint-Priest, Montpellier, France
2. Université Montpellier, IMAG, UMR, Place Eugène Bataillon, Case courrier, Montpellier, France
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610918.2017.1291960
Reference25 articles.
1. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
2. Exact simulation of diffusions
3. Simple simulation of diffusion bridges with application to likelihood inference for diffusions
4. Analysis and Approximation of a Stochastic Growth Model with Extinction
5. Exact Monte Carlo simulation of killed diffusions
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