Time changes that result in multiple points in continuous-time Markov counting processes

We show that randomly changing time of simple, infinitesimally equi-dispersed, non-linear birth–death processes can result in compound, infinitesimally over-dispersed processes. We provide sufficient and necessary conditions and illustrate this with various time changes and examples from scientific and engineering fields.

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Year of publication:	2012
Authors:	Bretó, Carles
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 12, p. 2229-2234
Publisher:	Elsevier
Subject:	Subordination \| Change of time \| Compound Markov counting process \| Non-linear birth–death process \| Infinitesimal over-dispersion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040104