Stochastic diffusion process based on Goel-Okumoto curve: statistical inference and application to real data

DOI10.4310/21-SII675OpenAlexW3187282938MaRDI QIDQ2073565

M. Bahij, Ahmed Nafidi, Oussama Rida, Boujemâa Achchab

Publication date: 2 February 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/21-sii675

zbMATH Keywords

diffusion processlikelihood estimationforecast accuracybroad moneyGoel-Okumoto curve

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

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