Inference on superimposed subcritical Galton-Watson processes with immigration
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Publication:1081973
zbMath0602.60077MaRDI QIDQ1081973
P. Koteeswaran, K. Suresh Chandra
Publication date: 1986
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
moving average error structuresuperimposing two homogeneous subcritical branching processes with immigrationtime series techniques
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Related Items (4)
Branching processes. II ⋮ Quenouille-type theorem on autocorrelations ⋮ Tests based on sample partial autocorrelations ⋮ Practical estimation from the sum of ar(1) processes
Cites Work
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- Limit theorems on a linear explosive stochastic model for time series with moving average error
- A time series approach to the study of the simple subcritical Galton–Watson process with immigration
- Functional equations and the Galton-Watson process
- Branching processes with immigration
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