Parameter estimation for fractional birth and fractional death processes. (English) Zbl 1325.62155
Summary: The fractional birth and the fractional death processes are more desirable in practice than their classical counterparts as they naturally provide greater flexibility in modeling growing and decreasing systems. In this paper, we propose formal parameter estimation procedures for the fractional Yule, the fractional linear death, and the fractional sublinear death processes. The methods use all available data possible, are computationally simple and asymptotically unbiased. The procedures exploited the natural structure of the random inter-birth and inter-death times that are known to be independent but are not identically distributed. We also showed how these methods can be applied to certain models with more general birth and death rates. The computational tests showed favorable results for our proposed methods even with relatively small sample sizes. The proposed methods are also illustrated using the branching times of the plethodontid salamanders data of [R. Highton and A. Larson, “The genetic relationships of the salamanders of the genus plethodon”, Systematic Zoology 28, No. 4, 579–599 (1979; doi:10.2307/sysbio/28.4.579)].
MSC:
| 62M05 | Markov processes: estimation; hidden Markov models |
| 60G22 | Fractional processes, including fractional Brownian motion |
| 62F10 | Point estimation |
| 60J80 | Branching processes (Galton-Watson, birth-and-death, etc.) |
| 62P10 | Applications of statistics to biology and medical sciences; meta analysis |
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