Stochastic diffusion process based on Goel-Okumoto curve: statistical inference and application to real data

DOI10.4310/21-SII675MaRDI QIDQ2073565zbMATH OpenOpenAlexFDO

Authors A. Nafidi, Oussama Rida, M. Bahij, Boujemâa Achchab

Publication date 2 February 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/21-sii675

zbMATH Keywords

broad moneydiffusion processforecast accuracyGoel-Okumoto curvelikelihood estimation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

This page was built for publication: Stochastic diffusion process based on Goel-Okumoto curve: statistical inference and application to real data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2073565)