@misc{10481/55573,
year = {2018},
month = {5},
url = {http://hdl.handle.net/10481/55573},
abstract = {Different versions of the lognormal diffusion process with exogenous factors have been
used in recent years to model and study the behavior of phenomena following a given growth curve.
In each case considered, the estimation of the model has been addressed, generally by maximum
likelihood (ML), as has been the study of several characteristics associated with the type of curve
considered. For this process, a unified version of the ML estimation problem is presented, including
how to obtain estimation errors and asymptotic confidence intervals for parametric functions when no
explicit expression is available for the estimators of the parameters of the model. The Gompertz-type
diffusion process is used here to illustrate the application of the methodology.},
organization = {This work was supported in part by the Ministerio de Economía, Industria y Competitividad,
Spain, under Grants MTM2014-58061-P and MTM2017-85568-P.},
publisher = {MDPI},
keywords = {Lognormal diffusion process},
keywords = {Exogenous factors},
keywords = {Growth curves},
keywords = {Maximum likelihood estimation},
keywords = {Asymptotic distribution},
title = {Some Notes about Inference for the Lognormal Diffusion Process with Exogenous Factors},
doi = {10.3390/math6050085},
author = {Román Román, Patricia and Serrano-Pérez, Juan José and Torres Ruiz, Francisco De Asís},
}