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

DOI10.3390/math6050085zbMath1524.62393OpenAlexW2803461219MaRDI QIDQ6161972

Juan José Serrano-Pérez, Patricia Román-Román, Francisco de Asís Torres Ruiz

Publication date: 15 June 2023

Published in: Mathematics (Search for Journal in Brave)

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

zbMATH Keywords

asymptotic distributionmaximum likelihood estimationexogenous factorsgrowth curveslognormal diffusion process

Mathematics Subject Classification ID

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

Related Items (5)

Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics ⋮ Comparative analysis of phenomenological growth models applied to epidemic outbreaks ⋮ Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean ⋮ Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process ⋮ Hyperbolastic type-III diffusion process: obtaining from the generalized Weibull diffusion process

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