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)
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