Stochastic Pareto diffusion process: statistical analysis and computational issues. Simulation and application

DOI10.2478/mjpaa-2023-0009MaRDI QIDQ6553751

R. Gutiérrez-Sanchez, Ahmed Nafidi, Ilyasse Makroz, Boujemâa Achchab

Publication date: 11 June 2024

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

zbMATH Keywords

statistical inferencenonlinear regressionPareto distributionsimulated annealing methodstochastic diffusion modelchild mortality rate

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)

This page was built for publication: Stochastic Pareto diffusion process: statistical analysis and computational issues. Simulation and application