scientific article; zbMATH DE number 2112230

zbMATH Open1049.62105MaRDI QIDQ4823697FDOQ4823697

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Publication date: 28 October 2004

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zbMATH Keywords

maximum likelihood estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20)

Cited In (13)

• Some notes about inference for the lognormal diffusion process with exogenous factors
• A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation
• Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation
• A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
• Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
• First-passage-time location function: application to determine first-passage-time densities in diffusion processes
• A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example
• Optimal antithetic weights for lognormal time series forecasting
• A stochastic model related to the Richards-type growth curve. Estimation by means of simulated annealing and variable neighborhood search
• Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process
• A new Gompertz-type diffusion process with application to random growth
• Default forecast with auxiliary information using a logarithmic transformation model
• APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS

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