Parametric estimation for simple branching diffusion processes. II (Q1084823)
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English | Parametric estimation for simple branching diffusion processes. II |
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Parametric estimation for simple branching diffusion processes. II (English)
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1986
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[For part I see ibid. 9, 101-115 (1979; Zbl 0415.62063).] From author's summary: ''Consider a simple branching diffusion process, which is a branching process in which the individuals move and live and die in space. The offspring distribution has finite moments of all orders. A parametric estimation theory is presented, using time slice data.'' The consistency and asymptotic normality of the parameter estimates are obtained. Some tests of fit are considered.
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third order cumulant spectra
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specral densities
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simple branching diffusion process
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parametric estimation theory
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time slice data
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consistency
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asymptotic normality
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tests of fit
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