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<dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:invenio="http://invenio-software.org/elements/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><dc:identifier>doi:10.1007/s11009-018-9663-y</dc:identifier><dc:language>eng</dc:language><dc:creator>Badía, F.G.</dc:creator><dc:creator>Mercier, S.</dc:creator><dc:creator>Sangüesa, C.</dc:creator><dc:title>Extensions of the Generalized Pólya Process</dc:title><dc:identifier>ART-2019-107580</dc:identifier><dc:description>A new self-exciting counting process is here considered, which extends the generalized Pólya process introduced by Cha (Adv Appl Probab 46:1148–1171, 2014). Contrary to Cha’s original model, where the intensity of the process (linearly) increases at each jump time, the extended version allows for more flexibility in the dependence between the point-wise intensity of the process at some time t and the number of already observed jumps. This allows the “extended Pólya process” to be appropriate, e.g., for describing successive failures of a system subject to imperfect but effective repairs, where the repair can lower the intensity of the underlying counting process. Probabilistic properties of the new process are studied (construction from a homogeneous pure-birth process, conditions of non explosion, computation of distributions, convergence of a sequence of such processes, ..) and its connection with Generalized Order Statistics is highlighted. Positive dependence properties are next explored. Finally, the maximum likelihood method is considered in a parametric setting and tested on a few simulated data sets, to highlight the practical use of the new process in an application context.</dc:description><dc:date>2019</dc:date><dc:source>http://zaguan.unizar.es/record/148166</dc:source><dc:doi>10.1007/s11009-018-9663-y</dc:doi><dc:identifier>http://zaguan.unizar.es/record/148166</dc:identifier><dc:identifier>oai:zaguan.unizar.es:148166</dc:identifier><dc:relation>info:eu-repo/grantAgreement/ES/DGA/E64</dc:relation><dc:relation>info:eu-repo/grantAgreement/ES/MINECO-FEDER/MTM2015-63978-P</dc:relation><dc:identifier.citation>METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY 21 (2019), 1057 – 1085</dc:identifier.citation><dc:rights>All rights reserved</dc:rights><dc:rights>http://www.europeana.eu/rights/rr-f/</dc:rights><dc:rights>info:eu-repo/semantics/openAccess</dc:rights></dc:dc>

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