Maximum Likelihood Estimation for Itô Stochastic SIR Models
22 Pages Posted: 19 Apr 2023
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: 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
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