A new inhomogeneous lognormal diffusion process with exogenous factors in the diffusion coefficient (Q4643409)
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scientific article; zbMATH DE number 6872728
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| English | A new inhomogeneous lognormal diffusion process with exogenous factors in the diffusion coefficient |
scientific article; zbMATH DE number 6872728 |
Statements
24 May 2018
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lognormal diffusion process
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exogenous factors
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trends function
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likelihood estimation in diffusion process
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0.8214605450630188
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0.8187592625617981
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0.8108037710189819
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0.8016935586929321
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0.7976202368736267
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