INFERENCE IN GOMPERTZ-TYPE NONHOMOGENEOUS STOCHASTIC SYSTEMS BY MEANS OF DISCRETE SAMPLING

DOI10.1080/01969720590897233zbMath1059.62087OpenAlexW2157733347MaRDI QIDQ4655447

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Publication date: 11 March 2005

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

Full work available at URL: https://doi.org/10.1080/01969720590897233

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05)

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Cites Work

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• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
• On effects of discretization on estimators of drift parameters for diffusion processes
• Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics
• First-passage-time densities for time-non-homogeneous diffusion processes
• Growth with regulation in random environment
• A note on the Volterra integral equation for the first-passage-time probability density

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