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pro vyhledávání: '"counting process"'
Traditionally, fractional counting processes, such as the fractional Poisson process, etc. have been defined using fractional differential and integral operators. Recently, Laskin (2024) introduced a generalized fractional counting process (FCP) by c
Externí odkaz:
http://arxiv.org/abs/2412.04334
Autor:
Dhillon, M., Kataria, K. K.
In this paper, we study the composition of two independent GCPs which we call the iterated generalized counting process (IGCP). Its distributional properties such as the transition probabilities, probability generating function, state probabilities a
Externí odkaz:
http://arxiv.org/abs/2411.09257
Autor:
Kataria, K. K., Dhillon, M.
In this paper, we study a multivariate version of the generalized counting process (GCP) and discuss its various time-changed variants. The time is changed using random processes such as the stable subordinator, inverse stable subordinator, and their
Externí odkaz:
http://arxiv.org/abs/2407.06156
Autor:
Boenkost, Florin, Weinel, Anna-Lena
For the Moran model with strong or moderately strong selection we prove that the fluctuations around the deterministic limit of the line counting process of the ancestral selection graph converges to an Ornstein-Uhlenbeck process. To this purpose we
Externí odkaz:
http://arxiv.org/abs/2409.10360
Akademický článek
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Autor:
Hsieh, Jin-Jian1 (AUTHOR) jinjian.hsieh@gmail.com, Chen, Pin-Han1 (AUTHOR)
Publikováno v:
Journal of Statistical Computation & Simulation. Nov2024, Vol. 94 Issue 17, p3788-3806. 19p.
Autor:
Laskin, Nick
A new fractional non-homogeneous counting process has been introduced and developed using the Kilbas and Saigo three-parameter generalization of the Mittag-Leffler function. The probability distribution function of this process reproduces for certain
Externí odkaz:
http://arxiv.org/abs/2312.17389
Autor:
Ballotta, Laura1 (AUTHOR), Fusai, Gianluca1,2 (AUTHOR), Marazzina, Daniele3 (AUTHOR) daniele.marazzina@polimi.it
Publikováno v:
Quantitative Finance. Nov2024, Vol. 24 Issue 11, p1621-1640. 20p.
Akademický článek
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The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to justify the
Externí odkaz:
http://arxiv.org/abs/2310.17308