Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics-Reference-Cited by-同舟云学术

Inference and first-passage-times for the lognormal diffusion process with exogenous factors: application to modelling in economics

Published:1999-10 Issue:4 Volume:15 Page:325-332
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Gutiérrez R.,Román P.,Torres F.

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Reference9 articles.

1. . Stochastic Economics, Academic Press: New York, 1972.

2. Inference in lognormal multidimensional diffusion processes with exogenous factors: Application to modelling in economics

3. , . Inference on univariate log-normal diffusion processes via first-passage-times. In: Proceedings of the Sixth International Symposium on A.S.M.D.A, . (Eds.), Singapore, 1993; 330-339.

4. Algorithm AS 309: Estimation in Multivariate Log‐normal Diffusion Processes with Exogenous Factors

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