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Inference on some parametric functions in the univeriate lognormal diffusion process with exogenous factors

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  • Ramón Gutiérrez
  • Patrica Román
  • Francisco Torres

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  • Ramón Gutiérrez & Patrica Román & Francisco Torres, 2001. "Inference on some parametric functions in the univeriate lognormal diffusion process with exogenous factors," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 10(2), pages 357-373, December.
    • Handle: RePEc:spr:testjl:v:10:y:2001:i:2:p:357-373
    DOI: 10.1007/BF02595702
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    References listed on IDEAS

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    1. Cox, John C. & Ross, Stephen A., 1976. "The valuation of options for alternative stochastic processes," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 145-166.
    2. Marcus, Alan & Shaked, Israel, 1984. "The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry," The Financial Review, Eastern Finance Association, vol. 19(1), pages 67-83, March.
    3. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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    Cited by:

    1. Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2008. "Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(2), pages 209-217.
    2. Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2009. "The trend of the total stock of the private car-petrol in Spain: Stochastic modelling using a new gamma diffusion process," Applied Energy, Elsevier, vol. 86(1), pages 18-24, January.
    3. 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.
    4. Nafidi, Ahmed & El Azri, Abdenbi, 2021. "A stochastic diffusion process based on the Lundqvist–Korf growth: Computational aspects and simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 182(C), pages 25-38.

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