Stochastic Pareto diffusion process : Statistical analysis and computational issues. Simulation and Application

Laboratory of Analysis and Modeling Systems for Decision Support, Hassan First University of Settat, National School of Applied SciencesBerrchid, Morocco

Makroz, Ilyasse

Laboratory of Analysis and Modeling Systems for Decision Support, Hassan First University of Settat, National School of Applied SciencesBerrchid, Morocco

Achchab, Boujemâa

Laboratory of Analysis and Modeling Systems for Decision Support, Hassan First University of Settat, National School of Applied SciencesBerrchid, Morocco

Gutiérrez-Sánchez, Ramón

Departamento de Estadística e Investigación Operativa, Faculty of sciences, Campus de Fuentenueva, Universidad de GranadaGranada, Spain

Language:: English

Publication timeframe:: 3 times per year
Journal Subjects:: Mathematics, Analysis, Differential Equations and Dynamical Systems, Probability and Statistics, Numerical and Computational Mathematics

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Stochastic Pareto diffusion process : Statistical analysis and computational issues. Simulation and Application

Ahmed Nafidi

Ilyasse Makroz

Boujemâa Achchab

Ramón Gutiérrez-Sánchez

Published Online: Feb 01, 2023

Page range: 127 - 140

Received: Dec 21, 2022

Accepted: Jan 22, 2023

DOI: https://doi.org/10.2478/mjpaa-2023-0009

KeywordsStochastic diffusion model, Pareto distribution, Statistical inference, Simulated annealing method, Nonlinear regression, Child mortality rate

© 2023 Ahmed Nafidi et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Keywords
Stochastic diffusion model, Pareto distribution, Statistical inference, Simulated annealing method, Nonlinear regression, Child mortality rate