Some Notes about Inference for the Lognormal Diffusion Process with Exogenous Factors

Some Notes about Inference for the Lognormal Diffusion Process with Exogenous Factors

Different versions of the lognormal diffusion process with exogenous factors have been used in recent years to model and study the behavior of phenomena following a given growth curve. In each case considered, the estimation of the model has been addressed, generally by maximum likelihood (ML), as h...

Full description

Bibliographic Details
Main Authors: Patricia Román-Román, Juan José Serrano-Pérez, Francisco Torres-Ruiz
Format: Article
Language:English
Published: MDPI AG 2018-05-01
Series:Mathematics
Subjects:
lognormal diffusion process
exogenous factors
growth curves
maximum likelihood estimation
asymptotic distribution
Online Access:http://www.mdpi.com/2227-7390/6/5/85

Internet

http://www.mdpi.com/2227-7390/6/5/85

Similar Items