Stochastic Pareto diffusion process : Statistical analysis and computational issues. Simulation and Application

Laboratory of Analysis and Modeling Systems for Decision Support, Hassan First University of Settat, National School of Applied Sciences, Berrchid, Morocco

Ilyasse Makroz

i.makroz@uhp.ac.ma

Laboratory of Analysis and Modeling Systems for Decision Support, Hassan First University of Settat, National School of Applied Sciences, Berrchid, Morocco

Boujemâa Achchab

boujemaa.achchab@uhp.ac.ma

Laboratory of Analysis and Modeling Systems for Decision Support, Hassan First University of Settat, National School of Applied Sciences, Berrchid, Morocco

Ramón Gutiérrez-Sánchez

ramongs@ugr.es

Departamento de Estadística e Investigación Operativa, Faculty of sciences, Campus de Fuentenueva, Universidad de Granada, Granada, Spain

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DOI: https://doi.org/10.2478/mjpaa-2023-0009 | Journal eISSN: 2351-8227

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Language: English

Page range: 127 - 140

Submitted on: Dec 21, 2022

Accepted on: Jan 22, 2023

Published on: Feb 1, 2023

Published by: Sciendo

In partnership with: Paradigm Publishing Services

Publication frequency: 3 issues per year

Keywords:

Stochastic diffusion model,

Pareto distribution,

Statistical inference,

Simulated annealing method,

Nonlinear regression,

Child mortality rate

Related subjects:

Mathematics,

Analysis,

Differential equations and dynamical systems,

Probability and statistics,

Numerical and computational mathematics

© 2023 Ahmed Nafidi, Ilyasse Makroz, Boujemâa Achchab, Ramón Gutiérrez-Sánchez, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Volume 9 (2023): Issue 1 (January 2023)