Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
DOI10.1007/s00362-022-01349-1OpenAlexW4293331989MaRDI QIDQ6089296
Antonio Di Crescenzo, Francisco de Asís Torres Ruiz, Paola Paraggio, Patricia Román-Román
Publication date: 17 November 2023
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-022-01349-1
asymptotic distributionmaximum likelihood estimationfirst-passage-timefirst-passage-time location functionLognormal diffusion processmulti-sigmoidal growth
Markov processes: estimation; hidden Markov models (62M05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization by Simulated Annealing
- Estimating reducible stochastic differential equations by conversion to a least-squares problem
- Time series analysis and forecasting. Selected contributions from the international work-conference on time series, ITISE conference, Granada, Spain, July 2015
- More general problems on first-passage times for diffusion processes: a new version of the fptdApprox R package
- Analysis of a growth model inspired by Gompertz and Korf laws, and an analogous birth-death process
- An R package for an efficient approximation of first-passage-time densities for diffusion processes based on the FPTL function
- A stochastic model related to the Richards-type growth curve. Estimation by means of simulated annealing and variable neighborhood search
- Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics
- First-passage-time location function: application to determine first-passage-time densities in diffusion processes
- Stationary moments, diffusion limits, and extinction times for logistic growth with random catastrophes
- A novel unification method to characterize a broad class of growth curve models using relative growth rate
- Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application
- Unbiased estimation of the autocovariance function in a stationary generalized lognormal process
- Mathematical Models in Population Biology and Epidemiology
- A new integral equation for the evaluation of first-passage-time probability densities
- The Hubbert diffusion process: Estimation via simulated annealing and variable neighborhood search procedures—application to forecasting peak oil production
- In search of a new economic model determined by logistic growth
- Parameter identification for a stochastic logistic growth model with extinction
- Finite Difference Computation of a Stochastic Aquaculture Problem Under Incomplete Information
- A generalized Gompertz growth model with applications and related birth-death processes
- Some notes about inference for the lognormal diffusion process with exogenous factors
This page was built for publication: Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean