Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean

DOI10.1007/S00362-022-01349-1OpenAlexW4293331989MaRDI QIDQ6089296FDOQ6089296

Antonio Di Crescenzo, F. Torres-Ruiz, Paola Paraggio, P. 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

zbMATH Keywords

maximum likelihood estimationasymptotic distributionfirst-passage-timefirst-passage-time location functionLognormal diffusion processmulti-sigmoidal growth

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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Cited In (1)

• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics

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