A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (Q865510)
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scientific article; zbMATH DE number 5128258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications |
scientific article; zbMATH DE number 5128258 |
Statements
A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications (English)
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19 February 2007
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Gompertz diffusion with threshold parameter
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discrete sampling
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statistical inference
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Newton-Raphson method
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simulation
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average monthly salary cost
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parameter estimation
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numerical examples
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Kolmogorov equations
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Itô's stochastic differential equations
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maximum likelihood
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