Parameter estimation for fractional birth and fractional death processes

DOI10.1007/S11222-012-9365-1zbMATH Open1325.62155OpenAlexW3099675258MaRDI QIDQ892463FDOQ892463

Authors Dexter O. Cahoy, Federico Polito

Publication date 19 November 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.6690

zbMATH Keywords

Yule-Furry processYule processMittag-Lefflerbirth processdeath process

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Fractional processes, including fractional Brownian motion (60G22) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: The fractional birth and the fractional death processes are more desirable in practice than their classical counterparts as they naturally provide greater flexibility in modeling growing and decreasing systems. In this paper, we propose formal parameter estimation procedures for the fractional Yule, the fractional linear death, and the fractional sublinear death processes. The methods use all available data possible, are computationally simple and asymptotically unbiased. The procedures exploited the natural structure of the random inter-birth and inter-death times that are known to be independent but are not identically distributed. We also showed how these methods can be applied to certain models with more general birth and death rates. The computational tests showed favorable results for our proposed methods even with relatively small sample sizes. The proposed methods are also illustrated using the branching times of the plethodontid salamanders data of cite{hal79}.

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Cites work

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• Fractional pure birth processes
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Cited in

(13)

• Time-changed fractional Ornstein-Uhlenbeck process
• Fractional processes and their statistical inference: an overview
• Transient behavior of fractional queues and related processes
• Estimation of parameters in the fractional compound Poisson process
• Simulation and estimation for the fractional Yule process
• The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula
• Population processes sampled at random times
• The fractional birth process with power-law immigration
• On a fractional queueing model with catastrophes
• scientific article; zbMATH DE number 679507 (Why is no real title available?)
• On a fractional binomial process
• Generalized nonlinear Yule models
• Parameter estimation for fractional Poisson processes

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