統計数学セミナー
Seminar on Probability and Statistics
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Seminar on Probability and Statistics
Monday March 29 2010
Tokyo 002
1:00-2:10 pm


Inference for partially observed Markov processes and applications


Catherine Laredo
MIA, INRA

Abstract

We present some statistical methods for estimating the param- eters of a population dynamics model of annual plants. It is modelled using multitype branching processes with immigration. The data consist of counts in each type that are measured in several populations for a few consecu- tive years. Parametric inference is first carried out when count data of all types are observed. We prove statistical identifiability for all the parameters ruling the population dynamics model and derive consistent and asymptot- ically Gaussian estimators. However, it often occurs that, in practice, one or more types cannot be observed, leading to partially observed processes. Parametric inference is first studied in the case of Poisson distributions. We characterize the parameter subset where identifiability holds and de- rive consistent and asymptotically normal estimators for this parameter subset. Theses results are then extended to other distributions.

We apply these results to feral oilseed data. The model takes account of reproduction, immigration, and seed survival in a seed bank. The data consist of the number of plants in several developmental stages that were measured in a number of populations for few consecutive years. They are incomplete since seeds could not be counted.




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Seminar on Probability and Statistics