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math.ST2025
Estimation of rates in population-age-dependent processes by means of test functions
Jie Yen Fan, Kais Hamza, Fima C. Klebaner +1
This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the pro…
math.ST2015★ 11 cited
Mimicking self-similar processes
Jie Yen Fan, Kais Hamza, Fima Klebaner
We construct a family of self-similar Markov martingales with given marginal distributions. This construction uses the self-similarity and Markov property of a reference process to…