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
asymptotic distributionmaximum likelihood estimationexogenous factorsgrowth curveslognormal diffusion process
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)
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