APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS

DOI10.1080/01969720600626295zbMath1110.62111OpenAlexW2069700608MaRDI QIDQ3424339

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Publication date: 15 February 2007

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969720600626295

zbMATH Keywords

exogenous factorslognormal diffusionsnonhomogeneous diffusionsparameter estimation for stochastic processes

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Applications of statistics to environmental and related topics (62P12) Markov processes: estimation; hidden Markov models (62M05)

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Some notes about inference for the lognormal diffusion process with exogenous factors

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