Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
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asymptotic distributionfirst-passage-timefirst-passage-time location functionLognormal diffusion processmaximum likelihood estimationmulti-sigmoidal growth
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Cited in
(6)- Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
- A -power stochastic Rayleigh diffusion model: computational aspects, simulation and predictive analysis
- Parameters estimation of the Rayleigh diffusion process: inference aspects and application to real data
- Special lognormal diffusion processes with binomial random catastrophes and applications to economic data
- Modeling the random spreading of fake news through a two-dimensional time-inhomogeneous birth-death process
- Modeling economic recovery via diffusion processes with multisigmoidal logistic mean subject to random catastrophes
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