Inference In Gompertz-Type Nonhomogeneous Stochastic Systems By Means Of Discrete Sampling

The study of stochastic systems by using Markovian processes has become of great interest to investigators in many disciplines (biology, physics, demography, economics, cybernetics, etc.). Among these processes, diffusions have been widely considered and its study has covered several areas such the inference (especially the estimation of the parameters of the drift and the diffusion coefficient) and first passage times through varying boundaries. Diffusions can be introduced from stochastic differential equations, this being the natural way when the process is observed continuously. An extensive review of this theory can be found in the literature (Prakasa Rao 1999) and related recent work has been done by Kloeden et al. (1996) and Singer (2002), among others. On the other hand, the statistical