Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes

DOI10.1016/J.JSPI.2011.01.016zbMath1214.62086OpenAlexW2023132713WikidataQ34910263 ScholiaQ34910263MaRDI QIDQ2431563

Rui Chen, Ollivier Hyrien

Publication date: 15 April 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3086408

zbMATH Keywords

optimalitybirth processestimating equationconditional inferencebirth-and-death processnon-identifiability

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (7)

A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process ⋮ The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations ⋮ Parameter estimation for discretely observed linear birth‐and‐death processes ⋮ INAR approximation of bivariate linear birth and death process ⋮ Asymptotic Behavior of Cell Populations Described by Two-Type Reducible Age-Dependent Branching Processes With Non-Homogeneous Immigration ⋮ A branching process model of heterogeneous DNA damages caused by radiotherapy in \textit{in vitro} cell cultures ⋮ Parameter estimation for multivariate population processes: a saddlepoint approach

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