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  • Search: subject:"branching processes"
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Subject
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Branching processes 19 branching processes 7 Immigration 6 Branching Processes 4 Markov chain 4 Markov processes 4 Markov-Kette 4 Theorie 4 Theory 4 Bisexual branching processes 3 Large deviations 3 Stochastic process 3 Stochastischer Prozess 3 forecasting 3 online marketing 3 viral marketing 3 word of mouth 3 Bubble 2 Commodities 2 Endogeneity 2 Multitype 2 Oil 2 Population-size dependent processes 2 Random difference equations 2 Reflexivity 2 Regime shift 2 Regular variation 2 Scale function 2 Self-excitation 2 Stochastic fixed-point equations 2 Supercritical 2 Weighted branching processes 2 branching processes varying environments 2 maximum likelihood estimators 2 62M99 Branching processes Markov processes Law of large numbers Central limit theorem Conditional exponential family Least squares Quasilikelihood and maximum likelihood estimation 1 62P10 secondary 1 American options 1 BRANCHING PROCESSES 1 Basic Reproduction Number 1 Bayesian inference 1
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Online availability
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Undetermined 45 Free 3
Type of publication
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Article 47 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 research-article 1 review-article 1
Language
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Undetermined 40 English 9
Author
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Molina, Manuel 3 Olvera-Cravioto, Mariana 3 Ramos, Alfonso 3 Athreya, K.B. 2 Bicchetti, David 2 Biggins, J. D. 2 D'Souza, J. C. 2 Filimonov, Vladimir 2 González, Miguel 2 Ma, Chunhua 2 Martínez, Rodrigo 2 Maystre, Nicolas 2 Mota, Manuel 2 Shaked, Moshe 2 Sornette, Didier 2 Afanasyev, V. I. 1 Aldous, David 1 Andergassen, Rainer 1 Andoni, Alexandr 1 Atanasov, Dimitar 1 Basawa, I.V. 1 Berestycki, J. 1 Bruggen, G.H. van 1 Bruggen, Gerrit van 1 Chu, Weijuan 1 Daskalakis, Constantinos 1 Decrouez, Geoffrey 1 Duhalde, Xan 1 Duquesne, Thomas 1 Döring, L. 1 Eliashberg, Eliashberg, J. 1 Eliashberg, J. 1 Eliashberg, Jehoshua 1 Etessami, Kousha 1 Foo, Jasmine 1 Foucart, Clément 1 González, M. 1 Guo, Hongsong 1 HARDING, KARIN 1 Hambly, Ben 1
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Institution
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1
Published in...
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Stochastic Processes and their Applications 17 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 7 Statistics & Probability Letters 4 Mathematics of operations research 3 Stochastics and Quality Control 3 Physica A: Statistical Mechanics and its Applications 2 Annals of the Institute of Statistical Mathematics 1 ERIM Report Series Research in Management 1 Energy economics 1 International journal of theoretical and applied finance 1 Journal of International Money and Finance 1 Journal of Multivariate Analysis 1 Journal of international money and finance 1 Marketing Science 1 Mathematical Population Studies 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Statistical Inference for Stochastic Processes 1 Structural change and economic dynamics : SC+ED 1 Вестник Волгоградского государственного университета. Серия 3: Экономика. Экология 1
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Source
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RePEc 39 ECONIS (ZBW) 7 Other ZBW resources 3
Showing 21 - 30 of 49
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A fluctuation limit theorem for a critical branching process with dependent immigration
Guo, Hongsong; Zhang, Mei - In: Statistics & Probability Letters 94 (2014) C, pp. 29-38
We consider a critical branching process with immigration controlled by a sequence of random variables {ξk,k≥1}, and prove a fluctuation limit theorem when {ξk} is (N−1)-dependent, improving the result in previous literatures.
Persistent link: https://www.econbiz.de/10011040056
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Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Filimonov, Vladimir; Bicchetti, David; Maystre, Nicolas; … - In: Journal of international money and finance 42 (2014), pp. 174-192
Persistent link: https://www.econbiz.de/10010372668
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Lower deviations of branching processes in random environment with geometrical offspring distributions
Nakashima, Makoto - In: Stochastic Processes and their Applications 123 (2013) 9, pp. 3560-3587
We consider the branching processes in random environment. In this paper, we deal with the case of environments which …
Persistent link: https://www.econbiz.de/10011064894
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The exact packing measure of Lévy trees
Duquesne, Thomas - In: Stochastic Processes and their Applications 122 (2012) 3, pp. 968-1002
as the genealogy of continuous state branching processes. Lévy trees are the scaling limits of Galton–Watson trees and …
Persistent link: https://www.econbiz.de/10010875065
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On the limit distributions of continuous-state branching processes with immigration
Keller-Ressel, Martin; Mijatović, Aleksandar - In: Stochastic Processes and their Applications 122 (2012) 6, pp. 2329-2345
We consider the class of continuous-state branching processes with immigration (CBI-processes), introduced by Kawazu …
Persistent link: https://www.econbiz.de/10011064941
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Tail behavior of solutions of linear recursions on trees
Olvera-Cravioto, Mariana - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1777-1807
Consider the linear nonhomogeneous fixed-point equation R=D∑i=1NCiRi+Q, where (Q,N,C1,C2,…) is a random vector with N∈{0,1,2,3,…}∪{∞},Ci≥0 for all i∈N, P(|Q|0)0, and {Ri}i∈N is a sequence of i.i.d. random variables independent of (Q,N,C1,C2,…) having the same distribution as...
Persistent link: https://www.econbiz.de/10011064951
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Coalescence in the recent past in rapidly growing populations
Athreya, K.B. - In: Stochastic Processes and their Applications 122 (2012) 11, pp. 3757-3766
In a rapidly growing population one expects that two individuals chosen at random from the nth generation are unlikely to be closely related if n is large. In this paper it is shown that for a broad class of rapidly growing populations this is not the case. For a Galton–Watson branching...
Persistent link: https://www.econbiz.de/10011065052
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Global alignment of molecular sequences via ancestral state reconstruction
Andoni, Alexandr; Daskalakis, Constantinos; Hassidim, … - In: Stochastic Processes and their Applications 122 (2012) 12, pp. 3852-3874
We consider the trace reconstruction problem on a tree (TRPT): a binary sequence is broadcast through a tree channel where we allow substitutions, deletions, and insertions; we seek to reconstruct the original sequence from the sequences received at the leaves. The TRPT is motivated by the...
Persistent link: https://www.econbiz.de/10010580874
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Weighted conditional least square estimators for bisexual branching processes with immigration
González, M.; Mota, M.; Puerto, I. - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 607-629
Persistent link: https://www.econbiz.de/10009400187
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A Viral Branching Model for Predicting the Spread of Electronic Word of Mouth
Lans, Ralf van der; Bruggen, Gerrit van; Eliashberg, … - In: Marketing Science 29 (2010) 2, pp. 348-365
paper develops such a model using the theory of branching processes. The proposed viral branching model allows customers to …
Persistent link: https://www.econbiz.de/10008787595
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