Evidential inference for diffusion-type processes

DOI10.1080/00949655.2014.1002100MaRDI QIDQ5222325zbMATH OpenOpenAlexFDO

Authors Aniseh Dadgar, K. Shafie, Mahdi Emadi

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2014.1002100

zbMATH Keywords

diffusion-type processesevidential paradigmlaw of likelihoodlikelihood ratiosmisleading evidencestatistical evidence

Mathematics Subject Classification ID

Foundational topics in statistics (62A99) Parametric hypothesis testing (62F03) Markov processes: hypothesis testing (62M02)

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Cited in

(3)

• Inference for Diffusion Processes
• Statistical Inference for Student Diffusion Process
• A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis

Describes a project that uses

Uses Software

• Sim.DiffProc
• DiffProc

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