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Fanni Nedényi

Publications and source records attributed to Fanni Nedényi.

5 recordsLinked to original sources
arXiv2025

The Effect of Assortativity on Mpox Spreading with Two Core Groups

The spread of infectious diseases often concentrates within specific subgroups of a broader population. For instance, during recent mpox outbreaks in non-endemic countries, transmission primarily affected men who have sex with men (MSM). However, the internal structure of these subpopulations plays a crucial role in disease dynamics and should be accurately represented in mathematical models. In this study, we highlight the importance of modeling interactions between distinct subgroups and their impact on transmission patterns. We consider a stochastic SEIR-based model with two core groups embedded into the general population, and investigate the outcome of the outbreak with different levels of symmetry between these groups and assortativity in their contacts. Our results indicate that the efficiency of commonly used non-pharmaceutical interventions is greatly influenced by these factors, hence they should be considered in the design of intervention strategies.

q-bio.PE↗
arXiv2023

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling

We prove mixing convergence of the least squares estimator of autoregressive parameters for supercritical autoregressive processes of order 2 with Gaussian innovations having real characteristic roots with different absolute values. We use an appropriate random scaling such that the limit distribution is a two-dimensional normal distribution concentrated on a one-dimensional ray determined by the characteristic root having the larger absolute value.

math.ST↗
arXiv2016

Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations

We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $α\in(0,1)$ and with idiosyncratic Poisson innovations. Assuming that $α$ has a density function of the form $ψ(x)(1 - x)^β$, $x\in(0,1)$, with $\lim_{x\uparrow 1}ψ(x) = ψ_1 \in(0,\infty)$, different limits of appropriately centered and scaled aggregated partial sums are shown to exist for $β\in(-1,0)$, $β= 0$, $β\in(0,1)$ or $β\in(1,\infty)$, when taking first the limit as $N\to\infty$ and then the time scale $n\to\infty$, or vice versa. In fact, we give a partial solution to an open problem of Pilipauskaite and Surgailis (2014) by replacing the random-coefficient AR(1) process with a certain randomized INAR(1) process.

math.PR↗
arXiv2016

Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes

We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of strictly stationary AR(1) and INteger-valued AutoRegressive processes of order 1 (INAR(1)) with random coefficient $α\in (0, 1)$ and idiosyncratic innovations. Assuming that $α$ has a density function of the form $ψ(x) (1 - x)^β$, $x \in (0, 1)$, with $\lim_{x\uparrow 1} ψ(x) = ψ_1 \in (0, \infty)$, different Brownian limit processes of appropriately centered and scaled aggregated partial sums are shown to exist in case $β=1$ when taking first the limit as $N \to \infty$ and then the time scale $n \to \infty$, or vice versa. This paper completes the one of Pilipauskaitė and Surgailis (2014), and Barczy, Nedényi and Pap (2015), where the iterated limits are given for every other possible value of the parameter $β$ for the two types of models.

math.PR↗