Simulation and estimation for the fractional Yule process

DOI10.1007/s11009-010-9207-6zbMath1253.60090arXiv1303.6681OpenAlexW3099520564MaRDI QIDQ2276424

Dexter O. Cahoy, Federico Polito

Publication date: 5 November 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.6681

zbMATH Keywords

fractional calculusPoisson processbirth processYule-Furry processMittag-LefflerWright

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Population processes sampled at random times, Convoluted Fractional Poisson Process, Parameter estimation for fractional birth and fractional death processes, Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes, Generalized fractional nonlinear birth processes, On a fractional queueing model with catastrophes, Generalized nonlinear Yule models, On the convolution of Mittag–Leffler distributions and its applications to fractional point processes, Moment estimators for the two-parameter \(M\)-Wright distribution, Estimation of parameters in the fractional compound Poisson process, The fractional birth process with power-law immigration

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fractional pure birth processes
• Fractional Poisson process. II
• A fractional generalization of the Poisson processes
• Parameter estimation for fractional Poisson processes
• Fractional Poisson processes and related planar random motions
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Fractional Poisson process
• Poisson fractional processes
• Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
• Nonhomogeneous fractional Poisson processes
• A fractional Poisson process in a model of dispersive charge transport in semiconductors
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Estimation in the birth process
• Branching Processes Since 1873