A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications

DOI10.1016/J.AMC.2006.05.099MaRDI QIDQ865510zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 19 February 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.099

zbMATH Keywords

parameter estimationmaximum likelihoodsimulationnumerical examplesstatistical inferenceKolmogorov equationsdiscrete samplingNewton-Raphson methodaverage monthly salary costGompertz diffusion with threshold parameterItô's stochastic differential equations

Mathematics Subject Classification ID

Point estimation (62F10) Diffusion processes (60J60)

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Cites work

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• A stochastic formulation of the Gompertzian growth model for \textit{in vitro} bactericidal kinetics: parameter estimation and extinction probability
• INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING
• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
• Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
• Martingale estimation functions for discretely observed diffusion processes
• On effects of discretization on estimators of drift parameters for diffusion processes
• On reducible nonlinear time-delayed stochastic systems: fluctuation–dissipation relations, transitions to bistability, and secondary transitions to non-stationarity
• Parameter Estimation in a Gompertzian Stochastic Model for Tumor Growth
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases

Cited in

(13)

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• Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain
• Three parameter gamma-type growth curve, using a stochastic gamma diffusion model: computational statistical aspects and simulation
• A generalization of the Gompertz diffusion model: statistical inference and application
• Estimating the parameters of a Gompertz-type diffusion process by means of simulated annealing
• A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example
• Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain
• Invariant distribution of stochastic Gompertz equation under regime switching
• A stochastic Gompertz model with logarithmic therapy functions: parameters estimation
• Three-parameter stochastic lognormal diffusion model: statistical computation and simulating annealing – application to real case
• INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING
• The construction of salary lines
• Bayesian enrichment strategies for randomized discontinuation trials

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