التفاصيل البيبلوغرافية
| العنوان: |
Stochastic Pareto diffusion process : Statistical analysis and computational issues. Simulation and Application |
| المؤلفون: |
Nafidi Ahmed, Makroz Ilyasse, Achchab Boujemâa, Gutiérrez-Sánchez Ramón |
| المصدر: |
Moroccan Journal of Pure and Applied Analysis, Vol 9, Iss 1, Pp 127-140 (2023) |
| بيانات النشر: |
Sciendo, 2023. |
| سنة النشر: |
2023 |
| المجموعة: |
LCC:Mathematics |
| مصطلحات موضوعية: |
stochastic diffusion model, pareto distribution, statistical inference, simulated annealing method, nonlinear regression, child mortality rate, 60h35, 65c30, 62m86, 62m20, 60h30, Mathematics, QA1-939 |
| الوصف: |
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 statistical inference, we describe the approach employed to tackle the issue of obtaining parameter estimates by maximizing the likelihood function based on discrete sampling. This estimation reduces to solving a set of complex equations, that is accomplished using the simulated annealing algorithm. A simulation study is also given to validate the methodology presented. Finally, using a real-world example of the Moroccan child mortality rate, we obtain the fits and forecasts by employing the suggested stochastic process and nonlinear regression model. |
| نوع الوثيقة: |
article |
| وصف الملف: |
electronic resource |
| اللغة: |
English |
| تدمد: |
2351-8227 |
| Relation: |
https://doaj.org/toc/2351-8227 |
| DOI: |
10.2478/mjpaa-2023-0009 |
| URL الوصول: |
https://doaj.org/article/027b7acdff3948ffa3e86ddcc073c7fd |
| رقم الانضمام: |
edsdoj.027b7acdff3948ffa3e86ddcc073c7fd |
| قاعدة البيانات: |
Directory of Open Access Journals |
Full Text Finder