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

Idioma:: Inglés

Calendario de la edición:: 3 veces al año
Temas de la revista:: Matemáticas, Análisis, Ecuaciones diferenciales y sistemas dinámicos, Probabilidades y estadísticas, Matemáticas numéricas y computacionales

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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

Publicado en línea: 01 feb 2023

Páginas: 127 - 140

Recibido: 21 dic 2022

Aceptado: 22 ene 2023

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

Palabras claveStochastic 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.

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