A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (Q865510): Difference between revisions

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Latest revision as of 15:02, 25 June 2024

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A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
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    A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (English)
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    19 February 2007
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    Gompertz diffusion with threshold parameter
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    discrete sampling
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    statistical inference
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    Newton-Raphson method
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    simulation
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    average monthly salary cost
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    parameter estimation
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    numerical examples
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    Kolmogorov equations
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    Itô's stochastic differential equations
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    maximum likelihood
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