Antonio Barrera | Searcharxiv

arXiv2024

A hyperbolastic type-I diffusion process: Parameter estimation bymeans of the firefly algorithm

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.

stat.ME↗

arXiv2024

First Passage and First Exit Times for diffusion processes related to a general growth curve

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting from a suitable parametrization of the deterministic model, by adding an additive and multiplicative noise respectively. For these processes we focus attention on the First Passage Time from a barrier and on the First Exit Time from a region delimited by two barriers. We consider thresholds, generally time dependent, for which there exist closed-forms of the probability densities of the first passage time and of the first exit time.

math.PR↗