Three-parameter stochastic lognormal diffusion model: statistical computation and simulating annealing – application to real case
From MaRDI portal
Publication:3615052
DOI10.1080/00949650701550622zbMath1161.62048OpenAlexW2100728514MaRDI QIDQ3615052
No author found.
Publication date: 17 March 2009
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650701550622
simulated annealingdiscrete samplingfits and forecastmean age of males in Spain at the date of their first weddingthree-parameter lognormal diffusion process
Related Items (2)
Three parameter gamma-type growth curve, using a stochastic gamma diffusion model: computational statistical aspects and simulation ⋮ A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization by Simulated Annealing
- Fitting three-parameter lognormal models by numerical global optimization - an improved algorithm
- On the transformation of diffusion processes into the Wiener process
- Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
- Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
- Interval Estimation for the Three-Parameter Lognormal Distribution via the Likelihood Function
- Estimation in the Three-Parameter Lognormal Distribution
- An Application of the Laplace Method to Finite Mixture Distributions
- MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE THREE-PARAMETER LOGNORMAL DISTRIBUTION-A RECONSIDERATION1
- ESTIMATION OF PARAMETERS IN THE THREE‐PARAMETER LOGNORMAL DISTRIBUTION1
- The Three-Parameter Lognormal Distribution and Bayesian Analysis of a Point-Source Epidemic
- Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood
- Handbook of stochastic methods for physics, chemistry and the natural sciences.
This page was built for publication: Three-parameter stochastic lognormal diffusion model: statistical computation and simulating annealing – application to real case