Maximum Likelihood Estimation for Itô Stochastic SIR Models

22 Pages Posted: 19 Apr 2023

See all articles by Ray E. Faith

Ray E. Faith

Independent

Gordon M. Kaufman

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Date Written: April 5, 2023

Abstract

Easy to compute exact maximum likelihood estimators (MLEs) for parameters of a stochastic bivariate Itô Susceptible-Infected-Recovered (SIR) model and for parameters of an extension that treats undercounting are presented here.

Keywords: Infectious Disease Modeling, Stochastic SIR Model, Maximum Likelihood

Suggested Citation

Faith, Ray E. and Kaufman, Gordon M., Maximum Likelihood Estimation for Itô Stochastic SIR Models (April 5, 2023). MIT Sloan Research Paper No. 6844-23, Available at SSRN: https://ssrn.com/abstract=4422593 or http://dx.doi.org/10.2139/ssrn.4422593

Ray E. Faith

Independent

Gordon M. Kaufman (Contact Author)

Massachusetts Institute of Technology (MIT) - Sloan School of Management ( email )

E53-375
Cambridge, MA 02142
United States
617-253-2651 (Phone)
617-258-7579 (Fax)

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