Estimating the parameters of a Gompertz-type diffusion process by means of Simulated Annealing

Applied Mathematics and Computation

Volumn 218, Issue 9, 2012, Pages 5121-5131

  Roman Roman P ^a   Romero, D ^a   Rubio, M A ^b   Torres Ruiz, F ^a  

^a UNIVERSITY OF GRANADA   (Spain)

^b UNIVERSITY OF GRANADA   (Spain)

Author keywords

Gompertz curve; Gompertz type diffusion process; Maximum likelihood estimation; Random growth; Simulated Annealing

Indexed keywords

DIFFUSION PROCESS; GOMPERTZ CURVE; GOMPERTZ-TYPE DIFFUSION PROCESS; RANDOM GROWTH; SAMPLE DATA; SIMULATED ANNEALING ALGORITHMS; SOLUTION SPACE;

ALGORITHMS; ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION;

SIMULATED ANNEALING;

EID: 83555163963     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2011.10.077     Document Type: Article

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