Three parameter gamma-type growth curve, using a stochastic gamma diffusion model: computational statistical aspects and simulation

DOI10.1016/J.MATCOM.2011.06.005MaRDI QIDQ413899zbMATHOpenAlexFDO

Authors R. Gutiérrez-Sánchez, A. Nafidi, Ana Isabel Pascual, E. Ramos-Ábalos

Publication date 8 May 2012

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2011.06.005

zbMATH Keywords

simulationstatistical inferencestatistical estimationNewton-Raphson methodgamma diffusion with threshold parametergamma growth curve

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 3868304 (Why is no real title available?)
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• A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
• A stochastic Gompertz birth-death process
• Growth with regulation in random environment
• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
• Invariance of Maximum Likelihood Estimators
• Three-parameter stochastic lognormal diffusion model: statistical computation and simulating annealing – application to real case
• Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application

Cited in

(3)

• Hyperbolastic type-III diffusion process: obtaining from the generalized Weibull diffusion process
• Three-parameter stochastic lognormal diffusion model: statistical computation and simulating annealing – application to real case
• A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example

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