Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes

DOI10.1016/J.JSPI.2011.01.016MaRDI QIDQ2431563zbMATH OpenOpenAlexWikidataFDO

Authors Rui Chen, Ollivier Hyrien

Publication date 15 April 2011

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3086408

zbMATH Keywords

estimating equationoptimalitybirth-and-death processconditional inferencebirth processnon-identifiability

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Recommendations

• Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses
• ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS
• scientific article; zbMATH DE number 4080684
• On quasi‐likelihood estimation for branching processes with immigration
• Quasi-likelihood estimation for semimartingales

Cites work

• scientific article; zbMATH DE number 5836214 (Why is no real title available?)
• scientific article; zbMATH DE number 52750 (Why is no real title available?)
• scientific article; zbMATH DE number 3458075 (Why is no real title available?)
• scientific article; zbMATH DE number 3555176 (Why is no real title available?)
• scientific article; zbMATH DE number 3630090 (Why is no real title available?)
• scientific article; zbMATH DE number 1215432 (Why is no real title available?)
• scientific article; zbMATH DE number 1085995 (Why is no real title available?)
• scientific article; zbMATH DE number 2023357 (Why is no real title available?)
• scientific article; zbMATH DE number 3311324 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• scientific article; zbMATH DE number 3378267 (Why is no real title available?)
• scientific article; zbMATH DE number 3410334 (Why is no real title available?)
• scientific article; zbMATH DE number 3057657 (Why is no real title available?)
• A Mixture Model With Dependent Observations for the Analysis of CSFE–Labeling Experiments
• A Stochastic Model to Analyze Clonal Data on Multi‐Type Cell Populations
• A composite likelihood approach to the analysis of longitudinal clonal data on multitype cellular systems under an age-dependent branching process
• A simulated pseudo-maximum likelihood estimator for nonlinear mixed models.
• A stochastic model of temporally regulated generation of oligodendrocytes in cell culture
• Asymptotic Statistics
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models
• Estimating the Generation-Time Distribution of an Age-Dependent Branching Process
• Estimating the life-span of oligodendrocytes from clonal data on their development in cell culture
• Estimation in the birth process
• Estimation of the mean and the initial probabilities of a branching process
• Estimation problems associated with stochastic modeling of proliferation and differentiation of O-2A progenitor cells in vitro
• Extension of a Result of Seneta for the Super-Critical Galton-Watson Process
• Inference for an age-dependent, multitype branching-process model of mast cells
• Maximum likelihood estimation for stochastic processes - a martingale approach
• Maximum likelihood estimation in the birth-and-death process
• Multidimensional Renewal Equations and Moments of Branching Processes
• ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS
• On conditional least squares estimation for stochastic processes
• On the Statistics of Branching Processes
• Pseudo Maximum Likelihood Methods: Theory
• Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses
• Relative frequencies in multitype branching processes
• Remarks on efficiency in estimation for branching processes
• Saddlepoint approximations to the moments of multitype age-dependent branching processes, with applications
• Statistical inference for branching processes with an increasing random number of ancestors
• THE BEHAVIOUR OF AN ESTIMATOR FOR A SIMPLE BIRTH AND DEATH PROCESS
• The foundations of finite sample estimation in stochastic processes

Cited in

(10)

• Parameter estimation for multivariate population processes: a saddlepoint approach
• Pseudo-likelihood estimation for discretely observed multitype Bellman--Harris branching proc\-esses
• The ARCH(2) model: pseudo-maximum estimation and asymptotic results under dependent innovations
• scientific article; zbMATH DE number 4080684 (Why is no real title available?)
• INAR approximation of bivariate linear birth and death process
• A numerical approach for evaluating the time-dependent distribution of a quasi birth-death process
• ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS
• Asymptotic behavior of cell populations described by two-type reducible age-dependent branching processes with non-homogeneous immigration
• Parameter estimation for discretely observed linear birth‐and‐death processes
• A branching process model of heterogeneous DNA damages caused by radiotherapy in \textit{in vitro} cell cultures

This page was built for publication: Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431563)