In this paper, we propose some representations of a generalized linear birth process called fractional Yule process (fYp). We also derive the probability distributions of the random birth and sojourn times. The inter-birth time distribution and the representations then yield algorithms on how to simulate sample paths of the fYp. We also attempt to estimate the model parameters in order for the fYp to be usable in practice. The estimation procedure is then tested using simulated data as well. We also illustrate some major characteristics of fYp which will be helpful for real applications.
Simulation and estimation for the fractional Yule process / D. O., Cahoy; Polito, Federico. - In: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. - ISSN 1387-5841. - STAMPA. - 14:2(2012), pp. 383-403. [10.1007/s11009-010-9207-6]
Simulation and estimation for the fractional Yule process
POLITO, FEDERICO
2012
Abstract
In this paper, we propose some representations of a generalized linear birth process called fractional Yule process (fYp). We also derive the probability distributions of the random birth and sojourn times. The inter-birth time distribution and the representations then yield algorithms on how to simulate sample paths of the fYp. We also attempt to estimate the model parameters in order for the fYp to be usable in practice. The estimation procedure is then tested using simulated data as well. We also illustrate some major characteristics of fYp which will be helpful for real applications.File | Dimensione | Formato | |
---|---|---|---|
Cahoy_Fractional-Yule-process_2012.pdf
solo gestori archivio
Tipologia:
Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
425.27 kB
Formato
Adobe PDF
|
425.27 kB | Adobe PDF | Contatta l'autore |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.