Fast and exact simulation of Gaussian random fields defined on the sphere cross time

Statistics and Computing - We provide a method for fast and exact simulation of Gaussian random fields on the sphere having isotropic covariance functions. The method proposed is then extended to...     

A Note on Continuous Spatial-Temporal Dynamics of Stochastic Processes

We propose a general form to analyze the space-time interdependency of continuous space-time stochastic processes. We present a new space-time approach based on the intensity function of the underlying point process. These formulations can be, to some extent, analytically solved to obtain explicit formulae of interest. We define a general function that controls the space-time interaction and allows for closed forms depending on the particular choice of several mathematical tools playing a role in this interaction function. In particular, we make use of copulas and Laplace transforms to provide interesting examples of the dynamics of the random intensity function and, in turn, of the number of points contained in a given region.     

A segmented regression model for event history data: an application to the fertility patterns in Italy

We propose a segmented discrete-time model for the analysis of event history data in demographic research. Through a unified regression framework, the model provides estimates of the effects of explanatory variables and jointly accommodates flexibly non-proportional differences via segmented relationships. The main appeal relies on ready availability of parameters, changepoints, and slopes, which may provide meaningful and intuitive information on the topic. Furthermore, specific linear constraints on the slopes may also be set to investigate particular patterns. We investigate the intervals between cohabitation and first childbirth and from first to second childbirth using individual data for Italian women from the Second National Survey on Fertility. The model provides insights into dramatic decrease of fertility experienced in Italy, in that it detects a ‘common’ tendency in delaying the onset of childbearing for the more recent cohorts and a ‘specific’ postponement strictly depending on the educational level and age at cohabitation.