The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases (Q2369192): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2005.07.047 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2111993254 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the instantaneous volatility and covariance of risky assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: The equivalence of the Cox process with squared radial Ornstein-Uhlenbeck intensity and the death process in a simple population model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3228986 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing and Hedging Path-Dependent Options Under the CEV Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Estimation in a Gompertzian Stochastic Model for Tumor Growth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Handbook of stochastic methods for physics, chemistry and the natural sciences. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some remarks on the Rayleigh process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation in Multivariate Log-Normal Diffusion Processes with Exogenous Factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3445110 / rank
 
Normal rank
Property / cites work
 
Property / cites work: INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING / rank
 
Normal rank
Property / cites work
 
Property / cites work: First-passage-time densities for time-non-homogeneous diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the Volterra integral equation for the first-passage-time probability density / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2711702 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On effects of discretization on estimators of drift parameters for diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4947392 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Solution of Ito Integral Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4127741 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4380847 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 13:17, 24 June 2024

scientific article
Language Label Description Also known as
English
The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
scientific article

    Statements

    The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases (English)
    0 references
    0 references
    28 April 2006
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Stochastic Rayleigh diffusion model
    0 references
    Kummer function
    0 references
    estimation of drift parameters
    0 references
    Diffusion parameter
    0 references
    Simulation algorithm
    0 references
    Life expectancy at birth
    0 references
    numerical examples
    0 references
    biometry
    0 references
    nonlinear stochastic differential equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references