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Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation - MaRDI portal

Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation (Q4665360)

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scientific article; zbMATH DE number 2154815
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Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation
scientific article; zbMATH DE number 2154815

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    Modelling the CPI using a lognormal diffusion process and implications on forecasting inflation (English)
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    11 April 2005
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    stochastic differential equation
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