TY - GEN AU - Nafidi, Ahmed AU - Makroz, Ilyasse AU - Achchab, Boujemâa AU - Gutiérrez Sánchez, Ramón PY - 2023 UR - https://hdl.handle.net/10481/80554 AB - 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... LA - eng PB - Sciendo KW - Stochastic diffusion model KW - Pareto distribution KW - Statistical inference KW - Simulated annealing method KW - Nonlinear regression KW - Child mortality rate TI - Stochastic Pareto diffusion process: Statistical analysis and computational issues. Simulation and Application DO - 10.2478/mjpaa-2023-0009 ER -