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

DOI10.1016/J.JSPI.2011.01.016zbMATH Open1214.62086OpenAlexW2023132713WikidataQ34910263 ScholiaQ34910263MaRDI QIDQ2431563FDOQ2431563

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

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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)

Cites Work

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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
• Title not available (Why is that?)
• 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
• Parameter estimation for discretely observed linear birth‐and‐death processes
• Asymptotic behavior of cell populations described by two-type reducible age-dependent branching processes with non-homogeneous immigration
• A branching process model of heterogeneous DNA damages caused by radiotherapy in \textit{in vitro} cell cultures

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