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Abstract Details
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Activity Number:
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356
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Type:
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Contributed
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Date/Time:
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Tuesday, August 2, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistics and the Environment
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| Abstract - #301934 |
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Title:
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Parameter Estimation in a Stochastic Nonlinear System of Difference Equations
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Author(s):
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Sam Woolford*+ and Mihaela Predescu and Norm Josephy
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Companies:
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Bentley University and Bentley University and Bentley University
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Address:
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175 Forest St, Waltham, MA, 02452,
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Keywords:
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2-stage model ;
MLE estimation evaluation ;
nonlinear stochastic model ;
population model
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Abstract:
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This paper considers a stochastic version of a deterministic, two-stage nonlinear discrete population model that has been used to explain the oscillatory behavior observed in some fish populations. Under certain distributional assumptions, the various model parameters can be estimated using maximum likelihood estimation (MLE). However, in practice, it is very difficult to determine if the distributional assumptions are satisfied and data may be limited. The present paper uses simulation studies to evaluate how well MLE performs by considering the sensitivity of the maximum likelihood estimates to the true parameter values and the distributional assumptions.
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