Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems

DOI10.1016/j.spa.2011.07.005zbMath1279.60095arXiv1003.0173MaRDI QIDQ719773

Edward L. Ionides, Carles Bretó

Publication date: 11 October 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.0173

zbMATH Keywords

environmental stochasticity; continuous time; birth; simultaneous events; death process; counting Markov process; infinitesimal over-dispersion

Mathematics Subject Classification ID

60J60: Diffusion processes

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

Panel Data Analysis via Mechanistic Models, Co-jumps and Markov Counting Systems in Random Environments, Introducing the non-homogeneous compound-birth process, Bagged Filters for Partially Observed Interacting Systems, A linear noise approximation for stochastic epidemic models fit to partially observed incidence counts, On the infinitesimal dispersion of multivariate Markov counting systems, Modeling and inference for infectious disease dynamics: a likelihood-based approach, Markov genealogy processes, Time changes that result in multiple points in continuous-time Markov counting processes, Trajectory composition of Poisson time changes and Markov counting systems, Characterizations of discrete compound Poisson distributions

Uses Software

• astsa

Cites Work

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