INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING

DOI10.1080/01969720590897233zbMATH Open1059.62087OpenAlexW2157733347MaRDI QIDQ4655447FDOQ4655447

Authors:

Publication date: 11 March 2005

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969720590897233

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Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Martingale estimation functions for discretely observed diffusion processes
• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
• Title not available (Why is that?)
• First-passage-time densities for time-non-homogeneous diffusion processes
• On the transformation of diffusion processes into the Wiener process
• A note on the Volterra integral equation for the first-passage-time probability density
• On effects of discretization on estimators of drift parameters for diffusion processes
• A stochastic Gompertz birth-death process
• Growth with regulation in random environment
• Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
• Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics

Cited In (12)

• Stochastic Pareto diffusion process: statistical analysis and computational issues. Simulation and application
• The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion
• Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain
• Statistical inference in the stochastic gamma diffusion process with external information
• A generalization of the Gompertz diffusion model: statistical inference and application
• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
• Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain
• First passage and first exit times for diffusion processes related to a general growth curve
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
• Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application
• Invariant distribution of stochastic Gompertz equation under regime switching
• APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS

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