Maximum likelihood estimation in branching process with continuous state space

DOI10.1016/0167-7152(93)90224-7MaRDI QIDQ1314718zbMATH OpenOpenAlexFDO

Authors Mohan M. Kale, S. R. Deshmukh

Publication date 7 March 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90224-7

zbMATH Keywords

maximum likelihood estimationgamma processbranching processcurvaturecurved exponential familymartingale limit theoremestimation of the mean of the offspring distributionnon-ergodic modelsubordinator processToeplitz's lemma

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(4)

• Optimal estimation for continuous state branching processes with discrete sampling.
• Identifiability of age-dependent branching processes from extinction probabilities and number distributions
• Estimation in a Continuous State Space Branching Process
• Maximum likelihood estimation and the local asymptotic mixed normality in a second-order branching process with continuous state space

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