Stochastic Pareto diffusion process : Statistical analysis and computational issues. Simulation and Application
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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2023-01-01
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| Series: | Moroccan Journal of Pure and Applied Analysis |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/mjpaa-2023-0009 |