On the infinitesimal dispersion of multivariate Markov counting systems

Carles Bretó

Statistics & Probability Letters, 2012, vol. 82, issue 4, 720-725

Abstract: 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.

Keywords: Multivariate infinitesimal over-dispersion; Continuous-time Markov chain; Compound process; Compartment model (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2011.12.019

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