Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean
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DOI: 10.1007/s00362-022-01349-1
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- Patricia Román-Román & Juan José Serrano-Pérez & Francisco Torres-Ruiz, 2018. "Some Notes about Inference for the Lognormal Diffusion Process with Exogenous Factors," Mathematics, MDPI, vol. 6(5), pages 1-13, May.
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Keywords
Lognormal diffusion process; Multi-sigmoidal growth; Maximum likelihood estimation; Asymptotic distribution; First-passage-time; First-passage-time location function;All these keywords.
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