Trajectory composition of Poisson time changes and Markov counting systems

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with which we construct novel, simpler infinitesimally over-dispersed processes.

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Year of publication:	2014
Authors:	Bretó, Carles
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 88.2014, C, p. 91-98
Publisher:	Elsevier
Subject:	Compartmental models \| Subordination \| Random time change \| Compound process \| Infinitesimal dispersion

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

Persistent link: https://www.econbiz.de/10011040047