The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Online Program Home
Abstract Details
|
Activity Number:
|
72
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Sunday, July 29, 2012 : 4:00 PM to 5:50 PM
|
|
Sponsor:
|
Section on Statistical Computing
|
| Abstract - #304499 |
|
Title:
|
Statistical Methods for Fractional Birth and Fractional Death Processes
|
|
Author(s):
|
Dexter Cahoy*+
|
|
Companies:
|
Louisiana Tech University
|
|
Address:
|
Math & Statistics Dept., COES, Ruston, LA, 71272, United States
|
|
Keywords:
|
Poisson process ;
Yule process ;
birth and death processes ;
Mittag-Leffler ;
Renewal process
|
|
Abstract:
|
We study the statistical properties of some counting processes which are generalized using the techniques of fractional calculus. In particular, the generalizations of the standard Poisson, Yule process, and the death process called the fractional Poisson process, fractional birth process, and the fractional death process respectively, are examined. Note that these models allow both Markovian and non-Markovian behaviors.
Algorithms on how to estimate the parameters and simulate sample trajectories of these models are developed. More statistical properties are derived and generalizations are proposed. Open problems are also discussed.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2012 program
|
2012 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.