The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion |
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Authors: | R. Gutiérrez C. Roldán R. Gutiérrez-Sánchez J. M. Angulo |
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Affiliation: | 1. Department of Statistics and Operations Research, University of Granada, Granada, Spain 2. Department of Statistics and Operations Research, University of Jaén, Las Lagunillas s/n, Edif. B3, 23071, Jaén, Andalusia, Spain
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Abstract: | This paper evaluates the effects of using data observed on regular nested grids on the parameter estimates of a two-parameter Gompertz diffusion model. This new spatial diffusion process represents a technically more complex stage of Gompertz modeling. Firstly, the diffusion model is introduced through an appropriate transformation of a two-parameter Gaussian diffusion process. Probabilistic characteristics of this model, such as the transition densities and the trend functions, are obtained. Secondly, statistical estimation is considered using data obtained on a regular or irregular grid; the explicit expression of the likelihood equations and the parameter estimators are given for regular grids. Finally, a simulation experiment illustrates the results of this paper. |
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