Parameter estimation of stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission

Terry Easlick () and Wei Sun ()
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Terry Easlick: Université de Montréal
Wei Sun: Concordia University

Statistical Inference for Stochastic Processes, 2025, vol. 28, issue 1, No 3, 30 pages

Abstract: Abstract We investigate the parameter estimation and prediction of two forms of the stochastic SIR model driven by small Lévy noise with time-dependent periodic transmission. We present consistency and rate of convergence results for the least-squares estimators. We include simulation studies using the method of projected gradient descent.

Keywords: Stochastic SIR model; Parameter estimation; Least-squares method; Time-dependency; Periodic transmission; Lévy noise; 62M20; 92D30; 62F12 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s11203-024-09322-5

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