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research article

Asymptotic Inference For Partially Observed Branching Processes

Kvitkovicova, Andrea  
•
Panaretos, Victor M.  
2011
Advances In Applied Probability

We consider the problem of estimation in a partially observed discrete-time Galton-Watson branching process, focusing on the first two moments of the offspring distribution. Our study is motivated by modelling the counts of new cases at the onset of a stochastic epidemic, allowing for the facts that only a part of the cases is detected, and that the detection mechanism may affect the evolution of the epidemic. In this setting, the offspring mean is closely related to the spreading potential of the disease, while the second moment is connected to the variability of the mean estimators. Inference for branching processes is known for its nonstandard characteristics, as compared with classical inference. When, in addition, the true process cannot be directly observed, the problem of inference suffers significant further perturbations. We propose nonparametric estimators related to those used when the underlying process is fully observed, but suitably modified to take into account the intricate dependence structure induced by the partial observation and the interaction scheme. We show consistency, derive the limiting laws of the estimators, and construct asymptotic confidence intervals, all valid conditionally on the explosion set.

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Type
research article
DOI
10.1239/aap/1324045703
Web of Science ID

WOS:000298713900012

Author(s)
Kvitkovicova, Andrea  
Panaretos, Victor M.  
Date Issued

2011

Publisher

Applied Probability Trust

Published in
Advances In Applied Probability
Volume

43

Start page

1166

End page

1190

Subjects

Epidemic model

•

Galton-Watson branching process

•

partial observation

•

consistency

•

asymptotic distribution

•

martingale

•

stable convergence

•

Epidemics

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SMAT  
Available on Infoscience
June 25, 2012
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/82263
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