A -power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example

DOI10.1016/J.AMC.2012.07.058MaRDI QIDQ2250177zbMATH OpenOpenAlexFDO

Authors Ramón Gutiérrez-Jáimez, R. Gutiérrez-Sánchez, A. Nafidi, E. Ramos-Ábalos

Publication date 4 July 2014

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

Full work available at URL https://doi.org/10.1016/j.amc.2012.07.058

zbMATH Keywords

application to natural gas consumptioncomputational simulationcomputational statistical inference in diffusion processesstatistical estimationtrend analysis

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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Cites work

• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
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• scientific article; zbMATH DE number 1432782 (Why is no real title available?)
• Invariance of Maximum Likelihood Estimators
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
• Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain

Cited in

(4)

• Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
• A -power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation
• Parameters estimation of the Rayleigh diffusion process: inference aspects and application to real data
• Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain

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