Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application

DOI10.1007/s11009-019-09714-8zbMath1448.62139OpenAlexW2940808600MaRDI QIDQ2195941

Ghizlane Moutabir, R. Gutiérrez-Sanchez, Eva Ramos-Ábalos, Ahmed Nafidi

Publication date: 28 August 2020

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-019-09714-8

zbMATH Keywords

stochastic differential equationstationary distributiontrend functionapplication to population growthBrennan-Schwartz diffusion processstatistical inference in diffusion process

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to social sciences (62P25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean ⋮ A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis

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