This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant but unknown. To estimate these two parameters, we use the maximum likelihood method and establish that the estimators for these two parameters are strongly consistent. We estimate the diffusion parameter by using the quadratic variation processes. To test our results, we evaluate two data scenarios, complete and incomplete, with fixed values assigned to the three parameters. In the incomplete data scenario, we apply an Expectation Maximization algorithm.
翻译:本研究旨在估计随机广义逻辑斯蒂微分方程中的三个参数。假设内禀增长率和形状参数为恒定但未知。针对这两个参数的估计,我们采用极大似然方法,并证明了其估计量具有强相合性。利用二次变差过程对扩散参数进行估计。为验证结果,我们评估了完整与不完整两种数据场景,其中三个参数均赋予固定值。在不完整数据场景中,我们应用了期望最大化算法。