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Analytic solution and estimation of parameters on a stochastic exponential model for a technological diffusion process

 

作者: A. Katsamaki,   C. H. Skiadas,  

 

期刊: Applied Stochastic Models and Data Analysis  （WILEY Available online 1995）
卷期: Volume 11, issue 1  

页码: 59-75

 

ISSN:8755-0024

 

年代: 1995

 

DOI:10.1002/asm.3150110108

 

出版商: John Wiley&Sons, Ltd.

 

关键词: diffusion process;stochastic models;volatility

 

数据来源: WILEY

 

摘要:

AbstractIn this paper we examine the behaviour of a stochastic model that describes a technological diffusion process (continuously increasing process). Furthermore we obtain a solution for the proposed model through the estimation of the volatility using three different approximations. The adjustment of real data to the final stochastic model confirms its ability of describing and forecasting real cases.

 

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