The indirect method for stochastic logistic growth models
Hu Xuemei
Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 3, 1506-1518
Abstract:
We developed the indirect method for stochastic logistic growth models involving both birth and death rates in the drift and diffusion coefficients, and not only propose two indirect estimators, but also construct a likelihood ratio-type indirect statistic for testing hypotheses concerning parameters. Simulations show that the proposed two indirect estimators can correct the discretization bias, and the proposed indirect test possesses very good estimated power and size.
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:46:y:2017:i:3:p:1506-1518
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DOI: 10.1080/03610926.2015.1019152
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