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

A. Katsamaki and C. H. Skiadas

Applied Stochastic Models and Data Analysis, 1995, vol. 11, issue 1, 59-75

Abstract: In 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.

Date: 1995
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Citations: View citations in EconPapers (10)

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https://doi.org/10.1002/asm.3150110108

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:11:y:1995:i:1:p:59-75

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