Processes with dependent increments

Results 231 to 240 of about 259,656 (266)

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Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data

, 2020
In insurance practice, claims often occur in clusters and their arrivals may depend on various external and time-dependent factors. In this article, we propose a statistical approach for modeling claim arrivals by considering clustered arrivals and non ...
H. Albrecher +2 more
semanticscholar +1 more source

The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case

Journal of theoretical probability, 2018
The so-called supOU processes, namely the superpositions of Ornstein–Uhlenbeck type processes, are stationary processes for which one can specify separately the marginal distribution and the temporal dependence structure. They can have finite or infinite
D. Grahovac, N. Leonenko, M. Taqqu
semanticscholar +1 more source

Modeling a degradation process with dependent increments in presence of random heterogeneity

2016
This paper aims to model the degradation paths of degrading units in presence of an unexplained form of heterogeneity among the paths. Focus is on monotonic increasing degradation processes where the degradation increments over disjoint time intervals are not independent. The degradation path of each unit is described via the Transformed Gamma process,
GIORGIO, Massimiliano, Guida M., Pulcini G. +2 more
openaire +5 more sources

Reliability Evaluation by a Dependent Competing Failure Model Including a Time-Varying Rate for Sudden Degradation Increments

The Arabian journal for science and engineering, 2021
Shuyuan Gan, Zhifang Song
semanticscholar +1 more source

Global Cancer Statistics 2020: GLOBOCAN Estimates of Incidence and Mortality Worldwide for 36 Cancers in 185 Countries

Ca-A Cancer Journal for Clinicians, 2021
Hyuna Sung, Jacques Ferlay, Rebecca L Siegel +2 more
exaly

Chirality-dependent interactions between molecular propeller structures in solution. Chiral recognition and discrimination processes modulated by temperature and incremental changes in structural chirality