Stochastic Pareto diffusion process: statistical analysis and computational issues. Simulation and application

DOI10.2478/MJPAA-2023-0009MaRDI QIDQ6553751zbMATH OpenFDO

Authors A. Nafidi, Ilyasse Makroz, Boujemâa Achchab, R. Gutiérrez-Sánchez

Publication date 11 June 2024

Published in Moroccan Journal of Pure and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.2478/MJPAA-2023-0009

zbMATH Keywords

child mortality ratenonlinear regressionPareto distributionsimulated annealing methodstatistical inferencestochastic diffusion model

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and fuzziness (62M86) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• A -power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation
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• Estimation for diffusion processes from discrete observation
• Estimation of a Parameter of a Diffusion Process
• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• Inference for Diffusion Processes
• INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING
• Modelling and forecasting vehicle stocks using the trends of stochastic Gompertz diffusion models: The case of Spain
• Scikit-learn: machine learning in Python
• The beta-Pareto distribution
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
• The stochastic Weibull diffusion process: computational aspects and simulation
• Weibull-Pareto Distribution and Its Applications

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