A Stochastic Differential Equation Model for the Height Growth of Forest Stands

SUMMARY A brief review of the uses and methods of height-growth prediction in forestry is given in ?2. In ?3 the proposed growth model is presented; it consists of a stochastic differential equation related to the Bertalanffy-Richards growth model, and a measurement-error com- ponent. Explicit expressions and an efficient computational procedure for the likelihood function are obtained. In ?4 a method for the simultaneous maximum likelihood estimation of global and local parameters is outlined. The log likelihood function is maximized by a modified Newton method. The special structure of the problem is exploited in order to handle the very large number of variables involved in the optimization. The approach presented has been success- fully implemented, and some computational experience is reported in ?5.