Parameter estimation for a hidden linear birth and death process with immigration

In this paper, we use a linear birth and death process with immigration to model infectious disease propagation when contamination stems from both person-to-person contact and the environment. Our aim is to estimate the parameters of the process. The main originality and difficulty comes from the observation framework. Indeed, counts of infected population are hidden. The only data available are periodic cumulated new infected counts. We first derive an analytic expression of the unknown parameters as functions of well-chosen discrete time transition probabilities. Second, we extend and adapt the standard Baum-Welch algorithm in order to estimate the said discrete time transition probabilities in our hidden data framework. The performance of our estimators is illustrated both on synthetic data and real data of typhoid fever in Mayotte.