A note on estimation of multi-sigmoidal gompertz functions with random noise

Abstract

The behaviour of many dynamic real phenomena shows different phases, with each one following a sigmoidal type pattern. This requires studying sigmoidal curves with more than one inflection point. In this work, a diffusion process is introduced whose mean function is a curve of this type, concretely a transformation of the well-known Gompertz model after introducing in its expression a polynomial term. The maximum likelihood estimation of the parameters of the model is studied, and various criteria are provided for the selection of the degree of the polynomial when real situations are addressed. Finally, some simulated examples are presented.