A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example
DOI10.1016/J.AMC.2012.07.058zbMath1291.91172OpenAlexW2152718248MaRDI QIDQ2250177
Ahmed Nafidi, R. Gutiérrez-Sanchez, Eva Ramos-Ábalos, Ramón Gutiérrez-Jáimez
Publication date: 4 July 2014
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2012.07.058
trend analysisstatistical estimationcomputational simulationapplication to natural gas consumptioncomputational statistical inference in diffusion processes
Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Cites Work
- Trend analysis using nonhomogeneous stochastic diffusion processes. Emission of CO\({}_{2}\); Kyoto protocol in Spain
- A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications
- The stochastic Rayleigh diffusion model: Statistical inference and computational aspects. applications to modelling of real cases
- Invariance of Maximum Likelihood Estimators
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