A new stochastic Gompertz diffusion process with threshold parameter: computational aspects and applications

DOI10.1016/j.amc.2006.05.099zbMath1109.65012OpenAlexW2002588800MaRDI QIDQ865510

N. E. Zubov

Publication date: 19 February 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.05.099

zbMATH Keywords

parameter estimationsimulationnumerical examplesNewton-Raphson methodmaximum likelihoodstatistical inferenceKolmogorov equationsdiscrete samplingaverage monthly salary costGompertz diffusion with threshold parameterItô's stochastic differential equations

Mathematics Subject Classification ID

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