Advanced Search
MyIDEAS: Login to save this article or follow this journal

Time changes that result in multiple points in continuous-time Markov counting processes


Author Info

  • Bretó, Carles
Registered author(s):


    We show that randomly changing time of simple, infinitesimally equi-dispersed, non-linear birth–death processes can result in compound, infinitesimally over-dispersed processes. We provide sufficient and necessary conditions and illustrate this with various time changes and examples from scientific and engineering fields.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 12 ()
    Pages: 2229-2234

    as in new window
    Handle: RePEc:eee:stapro:v:82:y:2012:i:12:p:2229-2234

    Contact details of provider:
    Web page:

    Order Information:

    Related research

    Keywords: Subordination; Change of time; Compound Markov counting process; Non-linear birth–death process; Infinitesimal over-dispersion;


    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. Bretó, Carles & Ionides, Edward L., 2011. "Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2571-2591, November.
    2. Kumar, A. & Nane, Erkan & Vellaisamy, P., 2011. "Time-changed Poisson processes," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1899-1910.
    3. M. J. Faddy & J. S. Fenlon, 1999. "Stochastic modelling of the invasion process of nematodes in fly larvae," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 48(1), pages 31-37.
    4. Carles Bretó & Edward L. Ionides, 2011. "Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems," Statistics and Econometrics Working Papers ws111914, Universidad Carlos III, Departamento de Estadística y Econometría.
    5. Hélyette Geman & Dilip B. Madan & Marc Yor, 2001. "Time Changes for Lévy Processes," Mathematical Finance, Wiley Blackwell, vol. 11(1), pages 79-96.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Bretó, Carles, 2014. "Trajectory composition of Poisson time changes and Markov counting systems," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 91-98.


    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


    Access and download statistics


    When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:12:p:2229-2234. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.