Inference on some parametric functions in the univeriate lognormal diffusion process with exogenous factors
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- Marcus, Alan & Shaked, Israel, 1984. "The Relationship between Accounting Measures and Prospective Probabilities of Insolvency: An Application to the Banking Industry," The Financial Review, Eastern Finance Association, vol. 19(1), pages 67-83, March.
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- Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2008. "Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(2), pages 209-217.
- Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2009. "The trend of the total stock of the private car-petrol in Spain: Stochastic modelling using a new gamma diffusion process," Applied Energy, Elsevier, vol. 86(1), pages 18-24, January.
More about this item
KeywordsMinimum variance unbiased estimation; relative efficiency; 60J60; 62M05;
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