The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases

DOI10.1016/J.AMC.2005.07.047zbMATH Open1089.65009OpenAlexW2111993254MaRDI QIDQ2369192FDOQ2369192

Authors: Yanyan Li 

Publication date: 28 April 2006

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

Full work available at URL: https://doi.org/10.1016/j.amc.2005.07.047

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zbMATH Keywords

numerical examplesnonlinear stochastic differential equationKummer functionbiometryestimation of drift parametersSimulation algorithmDiffusion parameterLife expectancy at birthStochastic Rayleigh diffusion model

Mathematics Subject Classification ID

Applications of statistics to social sciences (62P25) General biostatistics (92B15) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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Cited In (15)

• A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation
• Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain
• The stochastic Weibull diffusion process: computational aspects and simulation
• Generalized Rayleigh and Jacobi processes and exceptional orthogonal polynomials
• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
• A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example
• Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process
• Hypothesis testing in a Rayleigh diffusion model
• Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
• Large and moderate deviations in testing Rayleigh diffusion model
• Invariant distribution of stochastic Gompertz equation under regime switching
• A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data
• A stochastic Gompertz model with logarithmic therapy functions: parameters estimation
• Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application
• Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process

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