Time changes that result in multiple points in continuous-time Markov counting processes
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- Bretó, Carles & Ionides, Edward L., 2011. "Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems," DES - Working Papers. Statistics and Econometrics. WS ws111914, Universidad Carlos III de Madrid. Departamento de Estadística.
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- Hélyette Geman & Dilip B. Madan & Marc Yor, 2001. "Time Changes for Lévy Processes," Mathematical Finance, Wiley Blackwell, vol. 11(1), pages 79-96.
- 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.
- 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.
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- Bretó, Carles, 2014. "Trajectory composition of Poisson time changes and Markov counting systems," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 91-98.
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KeywordsSubordination; Change of time; Compound Markov counting process; Non-linear birth–death process; Infinitesimal over-dispersion;
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