A Stochastic Lomax Diffusion Process: Statistical Inference and Application

A Stochastic Lomax Diffusion Process: Statistical Inference and Application

In this paper, we discuss a new stochastic diffusion process in which the trend function is proportional to the Lomax density function. This distribution arises naturally in the studies of the frequency of extremely rare events. We first consider the probabilistic characteristics of the proposed mod...

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Bibliographic Details
Main Authors: Ahmed Nafidi, Ilyasse Makroz, Ramón Gutiérrez Sánchez
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Mathematics
Subjects:
stochastic differential equation
lomax distribution
trend functions
statistical inference
simulated annealing
adolescent fertility rate
Online Access:https://www.mdpi.com/2227-7390/9/1/100

Internet

https://www.mdpi.com/2227-7390/9/1/100

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