Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration

DOI10.1016/J.SPA.2020.10.004MaRDI QIDQ1994896zbMATH OpenOpenAlexWikidataFDO

Authors Mátyás Barczy, Bojan Basrak, Peter Kevei, Hrvoje Planinić, Gyula Pap

Publication date 18 February 2021

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.01420

zbMATH Keywords

conditional least squares estimatorGalton-Watson process with immigrationpoint processregularly varying distributionstrong stationarity

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Asymptotic properties of parametric estimators (62F12)

Abstract: We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $alphain(1,2)$. The limit law is the ratio of two dependent stable random variables with indices $alpha/2$ and $2alpha/3$, respectively, and it has a continuously differentiable density function. We use point process technique in the proofs.

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Cited in

(12)

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• On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations
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• scientific article; zbMATH DE number 806884 (Why is no real title available?)
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• On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration

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