A \(\gamma\)-power stochastic Lundqvist-Korf diffusion process: computational aspects and simulation

DOI10.2478/MJPAA-2022-0025MaRDI QIDQ6553740

Abdenbi El Azri, Author name not available (Why is that?)

Publication date: 11 June 2024

Published in: Moroccan Journal of Pure and Applied Analysis (Search for Journal in Brave)

zbMATH Keywords

simulationmaximum likelihood estimationsimulated annealing methodstatistical inference in diffusion processstochastic Lundqvist-Korf diffusion process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Inference from stochastic processes and fuzziness (62M86)

Cites Work

• Title not available (Why is that?)
• Optimization by Simulated Annealing
• Estimating the parameters of a Gompertz-type diffusion process by means of simulated annealing
• A stochastic diffusion process based on the Lundqvist-Korf growth: computational aspects and simulation
• A \(\tau\)-power stochastic gamma diffusion process: computational statistical inference and simulation aspects. A real example
• Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics
• Invariance of Maximum Likelihood Estimators

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