Identification of multitype branching processes
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maximum likelihood estimatorlaw of the iterated logarithmleast squares estimatormultidimensional Lotka-Nagaev estimatorquadratic strong law of large numbers
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Abstract: We solve the problem of constructing an asymptotic global confidence region for the means and the covariance matrices of the reproduction distributions involved in a supercritical multitype branching process. Our approach is based on a central limit theorem associated with a quadratic law of large numbers performed by the maximum likelihood or the multidimensional Lotka--Nagaev estimator of the reproduction law means. The extension of this approach to the least squares estimator of the mean matrix is also briefly discussed. On r'{e}sout le probl`{e}me de construction d'une r'{e}gion de confiance asymptotique et globale pour les moyennes et les matrices de covariance des lois de reproduction d'un processus de branchement multitype et supercritique. Notre approche est bas'{e}e sur un th'{e}or`{e}me de limite centrale associ'{e} `{a} une loi forte quadratique v'{e}rifi'{e}e par l'estimateur du maximum de vraisemblance ou l'estimateur multidimensionnel de Lotka--Nagaev des moyennes des lois de reproduction. L'extension de cette approche `{a} l'estimateur des moindres carr'{e}s de la matrice des moyennes est aussi bri`{e}vement comment'{e}e.
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Cites work
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- Statistical study of asymmetry in cell lineage data
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