Some notes about inference for the lognormal diffusion process with exogenous factors

DOI10.3390/MATH6050085MaRDI QIDQ6161972zbMATH OpenOpenAlexFDO

Authors P. Román-Román, J. J. Serrano-Pérez, F. Torres-Ruiz

Publication date 15 June 2023

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/math6050085

zbMATH Keywords

maximum likelihood estimationasymptotic distributiongrowth curvesexogenous factorslognormal diffusion process

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Parametric tolerance and confidence regions (62F25) Diffusion processes (60J60)

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Cited in

(8)

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• A Bertalanffy-Richards growth model perturbed by a time-dependent pattern, statistical analysis and applications
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• Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
• scientific article; zbMATH DE number 5125569 (Why is no real title available?)
• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
• Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process

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