A hyperbolastic type-I diffusion process: Parameter estimation bymeans of the firefly algorithm
Methodology
2024-02-07 v1 Probability
Statistics Theory
Statistics Theory
Abstract
A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. Themain characteristics of the process are studied and the problem of maximum likelihood estimation forthe parameters of the process is considered. To this end, the firefly metaheuristic optimization algo-rithm is applied after bounding the parametric space by a stagewise procedure. Some examples basedon simulated sample paths and real data illustrate this development.
Keywords
Cite
@article{arxiv.2402.03416,
title = {A hyperbolastic type-I diffusion process: Parameter estimation bymeans of the firefly algorithm},
author = {Antonio Barrera and Patricia Román-Román and Francisco Torres-Ruiz},
journal= {arXiv preprint arXiv:2402.03416},
year = {2024}
}
Comments
26 pages, 13 figures