Inference on a stochastic SIR model including growth curves

A Susceptible-Infected-Removed stochastic model is presented, in which the stochasticity is introduced through two independent Brownian motions in the dynamics of the Susceptible and Infected populations. To account for the natural evolution of the Susceptible population, a growth function is considered in which size is influenced by the birth and death of individuals. Inference for such a model is addressed by means of a Quasi Maximum Likelihood Estimation (QMLE) method. The resulting nonlinear system can be numerically solved by iterative procedures. A technique to obtain the initial solutions usually required by such methods is also provided. Finally, simulation studies are performed for three well-known growth functions, namely Gompertz, Logistic and Bertalanffy curves. The performance of the initial estimates of the involved parameters is assessed, and the goodness of the proposed methodology is evaluated. • A generalized Susceptible-Infected-Removed stochastic model is considered including a generic growth function for the Susceptible population. • An inference procedure is provided for several choices of the Susceptible growth function. • A regression-based approach is provided in order to find initial solutions for numerical methods performing the ML estimates.

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Publication Details

Journal
Computational Statistics & Data Analysis
Published
2025-06-16
DOI
https://doi.org/10.1016/j.csda.2025.108231
Citations
1
Primary Topic
Complex Systems and Time Series Analysis
Type
article
Field-Weighted Citation Impact
0.00

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article

Inference on a stochastic SIR model including growth curves

Virginia Giorno, Giuseppina Albano, Francisco Torres‐Ruiz, Gema Pérez-Romero
1 citations
Computational Statistics & Data Analysis
Complex Systems and Time Series Analysis
article

Inference on a stochastic SIR model including growth curves

Virginia Giorno, Giuseppina Albano, Francisco Torres‐Ruiz, Gema Pérez-Romero
article en
1 citations

Abstract

A Susceptible-Infected-Removed stochastic model is presented, in which the stochasticity is introduced through two independent Brownian motions in the dynamics of the Susceptible and Infected populations. To account for the natural evolution of the Susceptible population, a growth function is considered in which size is influenced by the birth and death of individuals. Inference for such a model is addressed by means of a Quasi Maximum Likelihood Estimation (QMLE) method. The resulting nonlinear system can be numerically solved by iterative procedures. A technique to obtain the initial solutions usually required by such methods is also provided. Finally, simulation studies are performed for three well-known growth functions, namely Gompertz, Logistic and Bertalanffy curves. The performance of the initial estimates of the involved parameters is assessed, and the goodness of the proposed methodology is evaluated. • A generalized Susceptible-Infected-Removed stochastic model is considered including a generic growth function for the Susceptible population. • An inference procedure is provided for several choices of the Susceptible growth function. • A regression-based approach is provided in order to find initial solutions for numerical methods performing the ML estimates.

Computational Statistics & Data AnalysisVol. 212
University of Salerno (IT), Universidad de Granada (ES), Instituto Andaluz de Ciencias de la Tierra (ES)
Ministerio de Ciencia e Innovación, Ministero dell'Università e della Ricerca
Decent work and economic growth
Openalex Percentile: Top 80%
Complex Systems and Time Series Analysis
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Inference on a stochastic SIR model including growth curves — Virginia Giorno, Giuseppina Albano, et al. · Computational Statistics & Data Analysis (2025) | TGRS Research Map | TGRS