Related papers: Statistical models for company growth
Random networks with complex topology are common in Nature, describing systems as diverse as the world wide web or social and business networks. Recently, it has been demonstrated that most large networks for which topological information…
We consider a generalization of the classical logistic growth model introducing more than one inflection point. The growth, called multi-sigmoidal, is firstly analyzed from a deterministic point of view in order to obtain the main…
This paper suggests that business cycles may be a manifestation of coupled real economy and stock market dynamics and describes a mechanism that can generate economic fluctuations consistent with observed business cycles. To this end, we…
We propose a "small-uniform" statistic for the inference of the functional PCA estimator in a functional linear regression model. The literature has shown two extreme behaviors: on the one hand, the FPCA estimator does not converge in…
Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose…
This paper analyzes the stationary distributions of populations governed by the discrete stochastic logistic and Ricker difference equations at equilibrium examines with the gamma distribution. We identify mathematical relationships between…
We study the asymptotic behavior of multiscale stochastic spatial gene networks. Multiscaling takes into account the difference of abundance between molecules , and captures the dynamic of rare species at a mesoscopic level. We introduce an…
We consider the problem of detecting an elevated mean on an interval with unknown location and length in the univariate Gaussian sequence model. Recent results have shown that using scale-dependent critical values for the scan statistic…
Growth mixture models (GMMs) incorporate both conventional random effects growth modeling and latent trajectory classes as in finite mixture modeling; therefore, they offer a way to handle the unobserved heterogeneity between subjects in…
A microscopic dynamic model is here constructed and analyzed, describing the evolution of the income distribution in the presence of taxation and redistribution in a society in which also tax evasion and auditing processes occur. The focus…
This paper provides a selective review of the statistical network analysis literature focused on clustering and inference problems for stochastic blockmodels and their variants. We survey asymptotic normality results for stochastic…
We study models of regulatory breakup, in the spirit of Strong and Fouque [Ann. Finance 7 (2011) 349-374] but with a fluctuating number of companies. An important class of market models is based on systems of competing Brownian particles:…
The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order $n^{-1/2}$ and under a…
A striking feature of the marine ecosystem is the regularity in its size spectrum: the abundance of organisms as a function of their weight approximately follows a power law over almost ten orders of magnitude. We interpret this as evidence…
Logarithmic growth-rates are fundamental observables for describing ecological systems and the characterization of their distributions with analytical techniques can greatly improve their comprehension. Here a neutral model based on a…
Symmetries play a conspicuous role in the large-scale behavior of critical systems. While in equilibrium they allow to classify asymptotics into different universality classes, out of equilibrium they can emerge, some times unexpectedly, as…
Stochastic models play an essential role in accounting for the variability and unpredictability seen in real-world. This paper focuses on the application of the gamma distribution to analysis of the stationary distributions of populations…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
We propose a flexible stochastic framework for modeling the market share dynamics over time in a multiple markets setting, where firms interact within and between markets. Firms undergo stochastic idiosyncratic shocks, which contract their…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…