Statistical inference in the stochastic gamma diffusion process with external information

zbMATH Open1317.60097MaRDI QIDQ5265765FDOQ5265765

Authors:

Publication date: 29 July 2015

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Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)

Cited In (6)

• Statistical inference in micro-simulation models: Incorporating external information
• Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors
• A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example
• Incorporating the stochastic process setup in parameter estimation
• A new inhomogeneous lognormal diffusion process with exogenous factors in the diffusion coefficient
• INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING

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