Inference of a Susceptible–Infectious stochastic model Albano, Giuseppina Giorno, Virginia Torres Ruiz, Francisco De Asís This research is partially supported by MUR-PRIN 2022, project 2022XZSAFN “Anomalous Phenomena on Regular and Irregular Domains: Approximating Complexity for the Applied Sciences”(Italy), by MUR-PRIN 2022 PNRR, project P2022XSF5H “Stochastic Models in Biomathematics and Applications”(Italy), by PID2020-1187879GB-100 and CEX2020-001105-M grants, funded by MCIN/AEI/10.13039/501100011033 (Spain). We considered a time-inhomogeneous di usion process able to describe the dynamics of infected people in a susceptible-infectious (SI) epidemic model in which the transmission intensity function was time-dependent. Such a model was well suited to describe some classes of micro-parasitic infections in which individuals never acquired lasting immunity and over the course of the epidemic everyone eventually became infected. The stochastic process related to the deterministic model was transformable into a nonhomogeneousWiener process so the probability distribution could be obtained. Here we focused on the inference for such a process, by providing an estimation procedure for the involved parameters. We pointed out that the time dependence in the infinitesimal moments of the di usion process made classical inference methods inapplicable. The proposed procedure were based on the generalized method of moments in order to find a suitable estimate for the infinitesimal drift and variance of the transformed process. Several simulation studies are conduced to test the procedure, these include the time homogeneous case, for which a comparison with the results obtained by applying the maximum likelihood estimation was made, and cases in which the intensity function were time dependent with particular attention to periodic cases. Finally, we applied the estimation procedure to a real dataset. 2024-10-29T11:45:00Z 2024-10-29T11:45:00Z 2024-09-10 journal article G. Albano, V. Giorno, F. Torres-Ruiz. Inference of a Susceptible–Infectious stochastic model. Mathematical Biosciences and Engineering, 21(9), 7067-7083, 2024. https://doi.org/10.3934/mbe.2024310 https://hdl.handle.net/10481/96453 10.3934/mbe.2024310 eng http://creativecommons.org/licenses/by-nc-nd/4.0/ open access Attribution-NonCommercial-NoDerivatives 4.0 Internacional AIMS Press