On the infinitesimal dispersion of multivariate Markov counting systems

We provide a multivariate extension of a recent result for univariate Markov counting processes: necessity and sufficiency of compoundness for infinitesimal over-dispersion. As an illustration, we show that infinitesimally over-dispersed epidemiological SIR-type compartment models must rely on compound counting processes.

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Year of publication:	2012
Authors:	Bretó, Carles
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 4, p. 720-725
Publisher:	Elsevier
Subject:	Multivariate infinitesimal over-dispersion \| Continuous-time Markov chain \| Compound process \| Compartment model

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

Persistent link: https://www.econbiz.de/10011039903