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

Sprache:: Englisch

Zeitrahmen der Veröffentlichung:: 3 Hefte pro Jahr
Fachgebiete der Zeitschrift:: Mathematik, Analysis, Differentialgleichungen und dynamische Systeme, Wahrscheinlichkeitstheorie und Statistik, Numerik und wissenschaftliches Rechnen

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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

Online veröffentlicht: 01. Feb. 2023

Seitenbereich: 127 - 140

Eingereicht: 21. Dez. 2022

Akzeptiert: 22. Jan. 2023

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

SchlüsselwörterStochastic 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.

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