Related papers: On a flexible construction of a negative binomial …
In a Markov chain population model subject to catastrophes, random immigration events (birth), promoting growth, are in balance with the effect of binomial catastrophes that cause recurrent mass removal (death). Using a generating function…
We develop constructions for exchangeable sequences of point processes that are rendered conditionally-i.i.d. negative binomial processes by a (possibly unknown) random measure called the base measure. Negative binomial processes are useful…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We establish supermodular ordering results for distributions that…
In this paper we propose a new method for approximating the nonstationary moment dynamics of one dimensional Markovian birth-death processes. By expanding the transition probabilities of the Markov process in terms of Poisson-Charlier…
We introduce a multivariate hidden Markov model to jointly cluster time-series observations with different support, i.e. circular and linear. Relying on the general projected normal distribution, our approach allows for bimodal and/or…
We consider a stochastic spatial point process with births and deaths on $\mathbb{R}^d$, with the hard-core property that at any time the balls of radius half of any two points do not overlap. We give explicit construction of the process.…
This paper proposes a bivariate marginal likelihood specification of spatial econometrics models that simplifies the derivation of the log-likelihood and leads to a closed form expression for the estimation of the parameters. With respect…
We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
Predictive models for binary data are fundamental in various fields, and the growing complexity of modern applications has motivated several flexible specifications for modeling the relationship between the observed predictors and the…
In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…
This paper presents a study of the properties of a matrix model that was introduced to describe transitions between all Wigner surmises of Random Matrix theory. New results include closed-form exact analytical expressions for the…
We give a closed form of the discrete-time evolution of a recombination transformation in population genetics. This decomposition allows to define a Markov chain in a natural way. We describe the geometric decay rate to the limit…
We develop a closed form asymptotic formula to compute the marginal likelihood of data given a naive Bayesian network model with two hidden states and binary features. This formula deviates from the standard BIC score. Our work provides a…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
Negative binomial distribution is the most used distribution to model macro-parasite burden in hosts. However reliable maximum likelihood parameter estimation from data is far from trivial. No closed formula is available and numerical…
For a class of one-dimensional mass transport models we present a simple and direct test on the chipping functions, which define the probabilities for mass to be transferred to neighbouring sites, to determine whether the stationary…