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

DOI10.1016/j.amc.2005.07.047zbMath1089.65009MaRDI QIDQ2369192

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

zbMATH Keywords

biometry; numerical examples; nonlinear stochastic differential equation; Kummer function; estimation of drift parameters; Simulation algorithm; Diffusion parameter; Life expectancy at birth; Stochastic Rayleigh diffusion model

Mathematics Subject Classification ID

92B15: General biostatistics

62P25: Applications of statistics to social sciences

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

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