activity
20102025
most citedFractional processes: from Poisson to branching one

94 citations · 200 across the 15 of their papers we have counts for

collaborators

17 papers

stat.CO2025

A Benchmark Study of Classical and Dual Polynomial Regression (DPR)-Based Probability Density Estimation Technique

Shantanu Sarkar, Mousumi Sinha, Dexter Cahoy

The probability density function (PDF) plays a central role in statistical and machine learning modeling. Real-world data often deviates from Gaussian assumptions, exhibiting skewn…

stat.ME2022

Combining Data from Surveys and Related Sources

Dexter Cahoy, Joseph Sedransk

To improve the precision of inferences and reduce costs there is considerable interest in combining data from several sources such as sample surveys and administrative data. Approp…

stat.AP2022

Bayesian inference for asymptomatic COVID-19 infection rates

Dexter Cahoy, Joseph Sedransk

To strengthen inferences meta analyses are commonly used to summarize information from a set of independent studies. In some cases, though, the data may not satisfy the assumptions…

math.PR2020

Flexible models for overdispersed and underdispersed count data

Dexter Cahoy, Elvira Di Nardo, Federico Polito

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the…

stat.ME2018

Estimation of Mittag-Leffler Parameters

Dexter Cahoy

We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computati…

stat.ME2018

Parameter estimation for fractional Poisson processes

Dexter Cahoy, Vladimir V. Uchaikin, Wojbor A. Woyczynski

The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situatio…

stat.ME2018

A bootstrap test for equality of variances

Dexter Cahoy

We introduce a bootstrap procedure to test the hypothesis that variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-th…

stat.ME2018

Log-moment estimators for the generalized Linnik and Mittag-Leffler distributions with applications to financial modeling

Dexter O. Cahoy, Wojbor A. Woyczyński

We propose formal estimation procedures for the parameters of the generalized, three-parameter Linnik and Mittag-Leffler distributions. The estimators ar…

stat.ME2017

Inverse stable prior for exponential models

Dexter Cahoy, Joseph Sedransk

We consider a class of non-conjugate priors as a mixing family of distributions for a parameter (e.g., Poisson or gamma rate, inverse scale or precision of an inverse-gamma, invers…

stat.ME2017

Inference for three-parameter M-Wright distributions with applications

Dexter Cahoy, Sharifa Minkabo

We propose point estimators for the three-parameter (location, scale, and the fractional parameter) variant distributions generated by a Wright function. We also provide uncertaint…

stat.ME2014★ 1 cited

An estimation procedure for the Linnik distribution

Dexter Cahoy

We propose estimators for the parameters of the Linnik L distribution. The estimators are derived from the moments of the log-transformed Linnik distributed random variable,…

math.ST2013★ 13 cited

Parameter estimation for fractional birth and fractional death processes

Dexter O. Cahoy, Federico Polito

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 g…

math.PR2013★ 39 cited

Renewal processes based on generalized Mittag--Leffler waiting times

Dexter O. Cahoy, Federico Polito

The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing…

math.PR2013★ 19 cited

Simulation and estimation for the fractional Yule process

Dexter O. Cahoy, Federico Polito

In this paper, we propose some representations of a generalized linear birth process called fractional Yule process (fYp). We also derive the probability distributions of the rando…

math.PR2013★ 27 cited

Transient behavior of fractional queues and related processes

Dexter O. Cahoy, Federico Polito, Vir V. Phoha

We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential…

math.PR2013★ 7 cited

On a fractional binomial process

Dexter O. Cahoy, Federico Polito

The classical binomial process has been studied by \citet{jakeman} (and the references therein) and has been used to characterize a series of radiation states in quantum optics. In…

cond-mat.stat-mech2010★ 94 cited

Fractional processes: from Poisson to branching one

Vladimir V. Uchaikin, Dexter O. Cahoy, Renat T. Sibatov

Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations a…