Three-parameter stochastic lognormal diffusion model: statistical computation and simulating annealing – application to real case

DOI10.1080/00949650701550622zbMath1161.62048OpenAlexW2100728514MaRDI QIDQ3615052

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Publication date: 17 March 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701550622

zbMATH Keywords

simulated annealingdiscrete samplingfits and forecastmean age of males in Spain at the date of their first weddingthree-parameter lognormal diffusion process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Three parameter gamma-type growth curve, using a stochastic gamma diffusion model: computational statistical aspects and simulation ⋮ A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis

Cites Work

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• Handbook of stochastic methods for physics, chemistry and the natural sciences.

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