A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm

Barrera, Antonio; Román Román, Patricia; Torres Ruiz, Francisco De Asís

doi:https://doi.org/10.1016/j.biosystems.2017.11.001

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URI: https://hdl.handle.net/10481/87352

DOI: https://doi.org/10.1016/j.biosystems.2017.11.001

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Editorial

Elsevier

Date

2017-11-09

Referencia bibliográfica

Barrera, A.; Román-Román, P.; Torres-Ruiz, F. A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm, 163, 11-22, 2018. Doi: https://doi.org/10.1016/j.biosystems.2017.11.001

Abstract

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development.

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