arXiv subjects

Simon Nik

Publications and source records attributed to Simon Nik.

3 recordsLinked to original sources

arXiv2026

Dynamics of Coral-Macroalgae Interactions under Crowding

We study a planar ODE model for the benthic competition between coral, macroalgae, and algal turf on a reef, extending the classical model of Mumby, Hastings, and Edwards by a nonlinear, density-dependent coral mortality that accounts for crowding. The strength of crowding is set by an exponent $\delta>0$ that reshapes the coral nullcline and enriches the bifurcation structure of the system. We establish positive invariance of the biologically relevant region and the absence of periodic orbits, classify the three boundary equilibria together with their local stability, and reduce the coexistence problem to a single scalar equation whose shape, in particular its concavity, controls the number and local stability of the interior equilibria. The grazing intensity $g$ organizes the dynamics through two thresholds $g_0<g_1$ determining the stability of the coral- and macroalgae-dominated states, and a further threshold $g^\star$ at which two interior equilibria collide. We prove that the system undergoes transcritical bifurcations at the boundary equilibria and a saddle-node bifurcation of interior equilibria, and we discuss the implications for coral reef resilience and hysteresis. We complement these results with numerical simulations that illustrate the bifurcation sequence across the grazing regimes.

math.DS↗

arXiv2024

Marginal Analysis of Count Time Series in the Presence of Missing Observations

Time series in real-world applications often have missing observations, making typical analytical methods unsuitable. One method for dealing with missing data is the concept of amplitude modulation. While this principle works with any data, here, missing data for unbounded and bounded count time series are investigated, where tailor-made dispersion and skewness statistics are used for model diagnostics. General closed-form asymptotic formulas are derived for such statistics with only weak assumptions on the underlying process. Moreover, closed-form formulas are derived for the popular special cases of Poisson and binomial autoregressive processes, always under the assumption that missingness occurs. The finite-sample performances of the considered asymptotic approximations are analyzed with simulations. The practical application of the corresponding dispersion and skewness tests under missing data is demonstrated with three real-data examples.

stat.ME↗

arXiv2023

Generalized Moment Estimators based on Stein Identities

For parameter estimation of continuous and discrete distributions, we propose a generalization of the method of moments (MM), where Stein identities are utilized for improved estimation performance. The construction of these Stein-type MM-estimators makes use of a weight function as implied by an appropriate form of the Stein identity. Our general approach as well as potential benefits thereof are first illustrated by the simple example of the exponential distribution. Afterward, we investigate the more sophisticated two-parameter inverse Gaussian distribution and the two-parameter negative-binomial distribution in great detail, together with illustrative real-world data examples. Given an appropriate choice of the respective weight functions, their Stein-MM estimators, which are defined by simple closed-form formulas and allow for closed-form asymptotic computations, exhibit a better performance regarding bias and mean squared error than competing estimators.

stat.ME↗