扬州大学学报(自然科学版)2024,Vol.27Issue(2) :58-66.DOI:10.19411/j.1007-824x.2024.02.009

乘性Lévy噪声驱动的随机传染病模型参数估计

Parameter estimation of a stochastic infectious disease model driven by multiplicative Lévy noise

马成铭 吕艳
扬州大学学报(自然科学版)2024,Vol.27Issue(2) :58-66.DOI:10.19411/j.1007-824x.2024.02.009

乘性Lévy噪声驱动的随机传染病模型参数估计

Parameter estimation of a stochastic infectious disease model driven by multiplicative Lévy noise

马成铭 1吕艳1
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作者信息

  • 1. 南京理工大学数学与统计学院,南京 210094
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摘要

利用最小二乘方法研究由乘性Lévy噪声驱动的随机易感—潜伏—感染—治愈—易感(susceptible-exposed-infectious-recovered-susceptible,SEIRS)传染病模型的参数估计问题.首先,基于模型的离散观测样本,得到模型中未知参数的最小二乘估计量;其次,讨论当噪声强度趋于0且离散观测样本量趋于无穷时估计量的渐近一致性,并给出估计量的极限分布;最后,选定不同的噪声强度和样本量进行数值模拟.结果表明:参数估计量的相对误差随样本量增多或噪声强度减小而不断降低,当样本量足够大且噪声强度足够小时估计量几乎接近真实值.

Abstract

By using the least squares method,the parameter estimation problem of a stochastic SEIRS infectious disease model driven by multiplicative Lévy noises is studied.Firstly,based on the discrete observation samples of the model,the least squares estimators of the unknown parame-ters in the model are obtained.Secondly,the asymptotic consistency of the estimators is discussed when the noise intensity tends to 0 and the sample size of discrete observation tends to infinity,and the limit distribution of the estimators is given.Finally,different noise intensity and sample size are selected for numerical simulation.The results show that the relative error of parameter estimators decreases with the increase of sample size or the decrease of noise intensity.When the sample size is large enough and the noise intensity is small enough,the estimator is almost close to the real value.

关键词

传染病模型/Lévy噪声/最小二乘估计/渐近一致性

Key words

infectious disease model/Lévy noise/least squares estimation/asymptotic consistency

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基金项目

国家自然科学基金资助项目(12371243)

出版年

2024
扬州大学学报(自然科学版)
扬州大学

扬州大学学报(自然科学版)

影响因子:0.473
ISSN:1007-824X
参考文献量12
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