Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process

DOI10.1002/asm.3150110108zbMath0821.62048OpenAlexW2107576238MaRDI QIDQ4842352

Publication date: 27 July 1995

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asm.3150110108

zbMATH Keywords

forecasting volatility continuously increasing process technological diffusion process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99)

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