On the infinitesimal dispersion of multivariate Markov counting systems

DOI10.1016/j.spl.2011.12.019zbMath1244.60075OpenAlexW2062383507MaRDI QIDQ434702

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

compartment modelcontinuous-time Markov chaincompound processmultivariate infinitesimal over-dispersion

Mathematics Subject Classification ID

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

Related Items (3)

Trajectory composition of Poisson time changes and Markov counting systems ⋮ Modeling and inference for infectious disease dynamics: a likelihood-based approach ⋮ Co-jumps and Markov Counting Systems in Random Environments

Cites Work

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• Iterated filtering
• Time-changed Poisson processes
• Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
• Infinite divisibility for stochastic processes and time change
• Time series analysis via mechanistic models
• Markov Chains
• An Introduction to the Theory of Point Processes

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