Parameter estimation for stochastic SIR model

Abstract

In this article, we study the parameter estimation problem of the continuous-time continuous-state stochastic SIR model in the context of discrete-time observations. Specifically, we propose estimators of the efficient contact rate and recovery rate based on weighted conditional least squares estimators (WCLSEs) and establish the relevant asymptotic distribution of the corresponding estimators under appropriate moment conditions.

Keywords:

• Stochastic SIR model
• weighted conditional least square estimators
• weak convergence

Disclosure statement

The authors have no conflicts of interest to declare that are relevant to the content of this article.

Additional information

Funding

Jie Xiong’s research is supported by National Key R & D Program of China grant 2022YFA1006102 and National Natural Science Foundation of China Grant 11831010.