Stochastic generalized Rayleigh diffusion process: computational strategies and statistical analysis

DOI10.1080/00207160.2024.2439324MaRDI QIDQ6991653zbMATH OpenFDO

Authors

Publication date 28 April 2025

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2024.2439324

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)

Cites work

• A -power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation
• A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation
• A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data
• A stochastic model in tumor growth
• A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis
• A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2
• Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process
• Dynamics of a stochastic COVID-19 epidemic model with jump-diffusion
• Empirical Bayes estimation of \(P(Y<X)\) and characterizations of Burr-type \(X\) model
• Estimating Parameters of Logarithmic-Normal Distributions by Maximum Likelihood
• Estimating the parameters of a Gompertz-type diffusion process by means of simulated annealing
• ESTIMATION OF PARAMETERS IN THE THREE‐PARAMETER LOGNORMAL DISTRIBUTION1
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 3564081 (Why is no real title available?)
• scientific article; zbMATH DE number 1432782 (Why is no real title available?)
• Invariance of Maximum Likelihood Estimators
• Maximum likelihood estimation for a stochastic SEIR system with a COVID-19 application
• Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
• MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE THREE-PARAMETER LOGNORMAL DISTRIBUTION-A RECONSIDERATION1
• Maximum likelihood estimation of time-inhomogeneous diffusions.
• On the transformation of diffusion processes into the Wiener process
• Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
• Optimization by simulated annealing
• Order statistics from the Burr type X model
• Properties and inference for a new class of generalized Rayleigh distributions with an application
• Some notes about inference for the lognormal diffusion process with exogenous factors
• The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
• The stochastic Weibull diffusion process: computational aspects and simulation
• Thermodynamical approach to the travelling salesman problem: An efficient simulation algorithm
• Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application

Cited in

(1)

• Multivariate stochastic Rayleigh process: computational aspects, statistical inference, estimation and prediction analysis

This page was built for publication: Stochastic generalized Rayleigh diffusion process: computational strategies and statistical analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6991653)