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

DOI10.1002/ASM.3150110108MaRDI QIDQ4842352zbMATH OpenOpenAlexFDO

Authors A. Katsamaki, Christos H. Skiadas

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

continuously increasing processforecastingtechnological diffusion processvolatility

Mathematics Subject Classification ID

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

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• Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain
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• An insight into technology diffusion of tractor through Weibull growth model
• A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis
• A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data
• A -power stochastic Rayleigh diffusion model: computational aspects, simulation and predictive analysis
• Multivariate stochastic Rayleigh process: computational aspects, statistical inference, estimation and prediction analysis
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• Stochastic generalized Rayleigh diffusion process: computational strategies and statistical analysis

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