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A \(\gamma\)-power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation - MaRDI portal

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A \(\gamma\)-power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation (Q6553740)

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scientific article; zbMATH DE number 7863553
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English
A \(\gamma\)-power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation
scientific article; zbMATH DE number 7863553

    Statements

    A \(\gamma\)-power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation (English)
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    11 June 2024
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    stochastic Lundqvist-Korf diffusion process
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    maximum likelihood estimation
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    simulated annealing method
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    statistical inference in diffusion process
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    simulation
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