Estimating the parameters of a Gompertz-type diffusion process by means of simulated annealing

DOI10.1016/J.AMC.2011.10.077MaRDI QIDQ426535zbMATH OpenOpenAlexFDO

Authors P. Román-Román, D. Romero, M. A. Rubio, F. Torres-Ruiz

Publication date 11 June 2012

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

Full work available at URL https://doi.org/10.1016/j.amc.2011.10.077

zbMATH Keywords

simulated annealingmaximum likelihood estimationrandom growthGompertz curveGompertz-type diffusion process

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation
• A new Gompertz-type diffusion process with application to random growth
• A new family of life distributions for dependent data: estimation
• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
• A stochastic Gompertz birth-death process
• Equation of state calculations by fast computing machines
• Growth with regulation in random environment
• Inferring the effect of therapy on tumors showing stochastic Gompertzian growth
• Optimization by simulated annealing
• SOME TIME RANDOM VARIABLES RELATED TO A GOMPERTZ-TYPE DIFFUSION PROCESS
• Stochastic algorithms
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm

Cited in

(11)

• A \(\gamma\)-power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation
• A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation
• Some notes about inference for the lognormal diffusion process with exogenous factors
• The stochastic Weibull diffusion process: computational aspects and simulation
• Comparative analysis of phenomenological growth models applied to epidemic outbreaks
• Measuring differences between phenomenological growth models applied to epidemiology
• A stochastic Gompertz model highlighting internal and external therapy function for tumour growth
• A stochastic model related to the Richards-type growth curve. Estimation by means of simulated annealing and variable neighborhood search
• A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions
• The Hubbert diffusion process: Estimation via simulated annealing and variable neighborhood search procedures—application to forecasting peak oil production
• A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data

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