Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics (Q2711702): Difference between revisions
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Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / cites work: Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics / rank | |||
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| Property / cites work: Estimation in Multivariate Log-Normal Diffusion Processes with Exogenous Factors / rank | |||
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| Property / full work available at URL: https://doi.org/10.1002/(sici)1526-4025(199910/12)15:4<325::aid-asmb397>3.0.co;2-f / rank | |||
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Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics (English) | |||
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Latest revision as of 10:29, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics |
scientific article |
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25 April 2001
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lognormal diffusion process
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~exogenous factors
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first-passage times
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Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics (English)
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