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This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…

Statistics Theory · Mathematics 2024-05-22 Maximilian Ofner , Siegfried Hörmann

The paper discusses linear fractional representations of parameter-dependent nonlinear systems with dynamics defined by real rational nonlinearities and a finite set of point delays. The global asymptotic stability is investigated via…

Dynamical Systems · Mathematics 2008-03-27 M. De la Sen

We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…

Statistics Theory · Mathematics 2009-06-15 Vo V. Anh , Nikolai N. Leonenko , Narn-Rueih Shieh

We study multi-type Bienaym\'e-Galton-Watson processes with linear-fractional reproduction laws using various analytical tools like contour process, spinal representation, Perron-Frobenius theorem for countable matrices, renewal theory. For…

Probability · Mathematics 2012-12-14 Serik Sagitov

In this study the general formula for differential and integral operations of fractional calculus via fractal operators by the method of cumulative diminution and cumulative growth is obtained. The under lying mechanism in the success of…

Statistical Mechanics · Physics 2016-08-31 Fevzi Buyukkilic , Zahide Ok Bayrakdar , Dogan Demirhan

This paper is focused on a class of spatial birth and death process of the Euclidean space where the birth rate is constant and the death rate of a given point is the shot noise created at its location by the other points of the current…

Probability · Mathematics 2014-09-01 Francois Baccelli , Fabien Mathieu , Ilkka Norros

This paper introduces a new kind of seasonal fractional autoregressive process (SFAR) driven by fractional Gaussian noise (fGn). The new model includes a standard seasonal AR model and fGn. {The estimation of the parameters of this new…

Applications · Statistics 2025-04-01 Chunhao Cai , Yiwu Shang

We develop an efficient algorithm to find optimal observation times by maximizing the Fisher information for the birth rate of a partially observable pure birth process involving $n$ observations. Partially observable implies that at each…

Statistics Theory · Mathematics 2024-02-21 Ali Eshragh , Matthew P. Skerritt , Bruno Salvy , Thomas McCallum

This paper introduces a new periodic fractional autoregressive process (PFAR) driven by fractional Gaussian noise (fGn) to model time series of precipitation evapotranspiration. Compared with the similar model in [\emph{Water Resources…

Statistics Theory · Mathematics 2025-09-16 Chunhao Cai , Yiwu Shang

Identification of fractional order systems is considered from an algebraic point of view. It allows for a simultaneous estimation of model parameters and fractional (or integer) orders from input and output data. It is exact in that no…

Optimization and Control · Mathematics 2013-02-19 Nicole Gehring , Joachim Rudolph

This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the problem of estimation of parameters in the general age and…

Statistics Theory · Mathematics 2025-06-30 Jie Yen Fan , Kais Hamza , Fima C. Klebaner , Ziwen Zhong

We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in…

Methodology · Statistics 2018-06-08 Dexter Cahoy

Time-calibrated species phylogenies are critical for addressing a wide range of questions in evolutionary biology, such as those that elucidate historical biogeography or uncover patterns of coevolution and diversification. Because…

Populations and Evolution · Quantitative Biology 2014-07-11 Tracy A. Heath , John P. Huelsenbeck , Tanja Stadler

We study a linear-fractional Bienaym\'e-Galton-Watson process with a general type space. The corresponding tree contour process is described by an alternating random walk with the downward jumps having a geometric distribution. This leads…

Probability · Mathematics 2016-03-07 Alexey Lindo , Serik Sagitov

Identification of the unknown parameters and orders of fractional chaotic systems is of vital significance in controlling and synchronization of fractional-order chaotic systems. However there exist basic hypotheses in traditional…

Chaotic Dynamics · Physics 2012-08-14 Fei Gao , Feng-Xia Fei , Qian Xu , Yan-Fang Deng , Yi-Bo Qi , Ilangko Balasingham

In this paper we study explicit strong solutions for two difference-differential fractional equations, defined via the generator of an immigration-death process, by using spectral methods. Moreover, we give a stochastic representation of…

Probability · Mathematics 2019-07-18 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

Probability · Mathematics 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

BACKGROUND There is an increasing demand for high quality subnational estimates of under-five mortality. In low and middle income countries, where the burden of under-five mortality is concentrated, vital registration is often lacking and…

Methodology · Statistics 2020-11-17 Katie Wilson , Jon Wakefield

This paper explores seasonal and long-memory time series properties by using the seasonal fractional ARIMA model when the seasonal data has one and two seasonal periods and short-memory counterparts. The stationarity and invertibility…

Applications · Statistics 2010-11-29 Valderio A. Reisen , Wilfredo Palma , Josu Arteche , Bartolomeu Zamprogno

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt
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