Parameter estimation in two-type continuous-state branching processes with immigration
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Publication:2454006
DOI10.1016/j.spl.2014.04.021zbMath1288.62121arXiv1303.5908OpenAlexW2146827061MaRDI QIDQ2454006
Publication date: 12 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.5908
consistencystochastic differential equationscentral limit theoremconditional least squares estimatorsweighted conditional least squares estimatorstwo-type continuous-state branching processes with immigration
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Applications of branching processes (60J85)
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