On a Non-homogeneous Gompertz-Type Diffusion Process: Inference and First Passage Time

  • Giuseppina AlbanoEmail author
  • Virginia Giorno
  • Patricia Román-Román
  • Francisco Torres-Ruiz
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 10672)


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.


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Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  • Giuseppina Albano
    • 1
    Email author
  • Virginia Giorno
    • 2
  • Patricia Román-Román
    • 3
  • Francisco Torres-Ruiz
    • 3
  1. 1.Dip. di Scienze Economiche e StatisticheUniversità di SalernoFiscianoItaly
  2. 2.Dip. di InformaticaUniversità di SalernoFiscianoItaly
  3. 3.Dpto. de Estadística e Investigación OperativaUniversidad de GranadaGranadaSpain

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