TY  - GEN 
AU  - García Burgos, Ana
AU  - Paraggio, Paola
AU  - Romero Molina, Desiré
AU  - Rico Castro, Nuria
PY  - 2024
UR  - https://hdl.handle.net/10481/97606
AB  - In this work, we approach the forecast problem for a general non-homogeneous diffusion
process over time with a different perspective from the classical one. We study the main characteristic
functions as mean, mode, and α-quantiles conditioned on a...
LA  - eng
PB  - MDPI
KW  - diffusion processes
KW  - Gompertz-lognormal
KW  - conditioned on future
TI  - Inference with Non-Homogeneous Lognormal Diffusion Processes Conditioned on Nearest Neighbor
DO  - 10.3390/math12233703
ER  -