On the infinitesimal dispersion of multivariate Markov counting systems

DOI10.1016/J.SPL.2011.12.019MaRDI QIDQ434702zbMATHOpenAlexFDO

Authors Carles Bretó

Publication date 16 July 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.12.019

zbMATH Keywords

continuous-time Markov chaincompartment modelcompound processmultivariate infinitesimal over-dispersion

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 3688413 (Why is no real title available?)
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• scientific article; zbMATH DE number 194949 (Why is no real title available?)
• An Introduction to the Theory of Point Processes
• Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
• Infinite divisibility for stochastic processes and time change
• Iterated filtering
• Markov Chains
• Time series analysis via mechanistic models
• Time-changed Poisson processes

Cited in

(7)

• Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
• Trajectory composition of Poisson time changes and Markov counting systems
• Systemic infinitesimal over-dispersion on graphical dynamic models
• Time changes that result in multiple points in continuous-time Markov counting processes
• Precise Deviations for Disk Counting Statistics of Invariant Determinantal Processes
• Modeling and inference for infectious disease dynamics: a likelihood-based approach
• Co-jumps and Markov counting systems in random environments

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