Abstract
A stochastic diffusion model based on a generalized Gompertz deterministic growth in which the carrying capacity depends on the initial size of the population is considered. The growth parameter of the process is then modified by introducing a time-dependent exogenous term. The first passage time problem is considered and a two-step procedure to estimate the model is proposed. Simulation study is also provided for suitable choices of the exogenous term.
This work was supported in part by the Ministerio de Economia y Competitividad, Spain, under Grant MTM2014-58061-P and partially by INDAM-GNCS.
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Albano, G., Giorno, V., Román-Román, P., Torres-Ruiz, F. (2018). On a Non-homogeneous Gompertz-Type Diffusion Process: Inference and First Passage Time. In: Moreno-Díaz, R., Pichler, F., Quesada-Arencibia, A. (eds) Computer Aided Systems Theory – EUROCAST 2017. EUROCAST 2017. Lecture Notes in Computer Science(), vol 10672. Springer, Cham. https://doi.org/10.1007/978-3-319-74727-9_6
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DOI: https://doi.org/10.1007/978-3-319-74727-9_6
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