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

Autor: Ahmed Nafidi, Ilyasse Makroz, Boujemâa Achchab, Ramón Gutiérrez-Sánchez

Publikováno v: Moroccan Journal of Pure and Applied Analysis. 9:127-140

We propose a novel diffusion process having a mean function equal to the Pareto probability density function up to a constant of proportionality. We examine the probabilistic properties of the proposed model. Then, referring to the problem of statist

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3c0d1f923831b0ce0e7c5d35b658915
https://doi.org/10.2478/mjpaa-2023-0009

A Stochastic Lomax Diffusion Process: Statistical Inference and Application

Autor: Ilyasse Makroz, Ahmed Nafidi, Ramón Gutiérrez Sánchez

Publikováno v: Digibug: Repositorio Institucional de la Universidad de Granada
Universidad de Granada (UGR)
Mathematics
Volume 9
Issue 1
Pages: 100
Digibug. Repositorio Institucional de la Universidad de Granada
instname
Mathematics, Vol 9, Iss 100, p 100 (2021)

The authors are very grateful to Editor and referees for consecutive comments and suggestions. This research has been funded by "FEDER/Junta de Andalucia-Consejeria de Economia y Conocimiento/ Proyecto A-FQM-228-UGR18".
In this paper, we discuss

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bc4b432084ceea13cb9cd0d5ebd498ce
http://hdl.handle.net/10481/66796

A Stochastic Lomax Diffusion Process: Statistical Inference and Application.

Autor: Nafidi, Ahmed¹ (AUTHOR) ahmed.nafidi@uhp.ac.ma, Makroz, Ilyasse¹ (AUTHOR) i.makroz@uhp.ac.ma, Gutiérrez Sánchez, Ramón² (AUTHOR) ramongs@ugr.es

Publikováno v: Mathematics (2227-7390). Jan2021, Vol. 9 Issue 1, p100. 1p.