Related papers: Parameter estimation for fractional birth and frac…
The aim of this paper is the analysis of the fractional Poisson process where the state probabilities $p_k^{\nu_k}(t)$, $t\ge 0$, are governed by time-fractional equations of order $0<\nu_k\leq 1$ depending on the number $k$ of events…
Fractional differential equations are powerful mathematical descriptors for intricate physical phenomena in a compact form. However, compared to integer ordinary or partial differential equations, solving fractional differential equations…
Many biological systems exhibit multiscale dynamics, where some species occur in high copy numbers while others remain rare. This heterogeneity necessitates hybrid modelling approaches: deterministic models are computationally efficient but…
In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of…
We introduce a general, flexible, parametric survival modelling framework which encompasses key shapes of hazard function (constant, increasing, decreasing, up-then-down, down-then-up), various common survival distributions (log-logistic,…
Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…
This study deals with the process and benefits of generating aerodynamic indicial-admittance functions with the support of computational fluid dynamics based on the Euler equations. A simple parametric analytical approximation is alongside…
In this article we study the long time behaviour of measure-valued birth and death processes in continuous time, where the dynamics between jumps are one-dimensional Markov processes including diffusion and jumps. We consider the three…
Human mortality patterns and trajectories in closely related populations are likely linked together and share similarities. It is always desirable to model them simultaneously while taking their heterogeneity into account. This paper…
We present a theoretical and computational framework based on fractional calculus for the analysis of the nonlocal static response of cylindrical shell panels. The differ-integral nature of fractional derivatives allows an efficient and…
We show that the kinetic approach to statistical mechanics permits an elegant and efficient treatment of fractional exclusion statistics. By using the exclusion-inclusion principle recently proposed [Phys. Rev. E49, 5103 (1994)] as a…
This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…
The thresholding of time series of activity or intensity is frequently used to define and differentiate events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain small scale physics from…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
In many countries life expectancy gains have been substantially higher than predicted by even recent forecasts. This is primarily due to increasing rates of improvement in old-age mortality not captured by existing models. In this paper we…
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the…
Databases derived from electronic health records (EHRs) are commonly subject to left truncation, a type of selection bias induced due to patients needing to survive long enough to satisfy certain entry criteria. Standard methods to adjust…
In this paper the modification of the method conventionally used for the modeling of the massive fermions production and decays is proposed. The step by step algorithm is presented. Under the strict conditions the proposed method of…
We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference that are robust to the existence of moments and to the form of weak cross-sectional dependence in the idiosyncratic error…
Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…