Inference for immigration-death processes with single and paired immigrants

Inverse Problems
Volume 17, Issue 3, 2001, Pages 455-466

Inference for immigration-death processes with single and paired immigrants (Article)

Gibson G.J.* , Renshaw E.

^a Biomathematics and Stat. Scotland, James Clerk Maxwell Building, King's Buildings, Edinburgh EH9 3JZ, United Kingdom, Dept. of Actuar. Math. and Stat., Heriot-Watt University, Riccarton, Edinburgh EH14 4AS, United Kingdom
^b Dept. of Stat. and Modelling Science, University of Strathclyde, Glasgow G1 1XH, United Kingdom

Abstract

The problem of parameter estimation for immigration-death models when only death times are observed is considered. For the simplest immigration-death model an analytic solution for the likelihood exists and this is used to investigate sampling properties of profile likelihoods. The analysis is extended to more complex models (allowing immigration of pairs) that are of interest in quantum optics. Parameter posterior densities, previously investigated by the authors using Markov chain methods, are investigated and the potentially misleading conclusions produced by Markov chain samplers for this application are highlighted.

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Link
https://www.scopus.com/inward/record.uri?eid=2-s2.0-0035365423&doi=10.1088%2f0266-5611%2f17%2f3%2f306&partnerID=40&md5=de548854354d7b5f9933dc233f1c880a

DOI: 10.1088/0266-5611/17/3/306

ISSN: 02665611

Cited by: 7

Original Language: English