A Note on Estimation of Parameters for Branching Processes with Immigration

DOI10.1080/03610926.2010.500109zbMath1271.62193OpenAlexW2157257519MaRDI QIDQ3100655

Yu-Qiang Li

Publication date: 18 November 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.500109

zbMATH Keywords

asymptotic behaviorconditional least-squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• A fluctuation type limit theorem for Jiřina processes with immigration
• Martingale difference arrays and stochastic integrals
• Estimation of the means in the branching process with immigration
• Sequential estimation for branching processes with immigration
• On conditional least squares estimation for stochastic processes
• Invalidity of bootstrap for critical branching processes with immigration
• On sequential estimation for branching processes with immigration.
• Fixed precision estimator of the offspring mean in branching processes
• Maximum likelihood estimation for branching processes with immigration
• A time series approach to the study of the simple subcritical Galton–Watson process with immigration
• Notes on “Estimation theory for growth and immigration rates in a multiplicative process”
• Estimation theory for growth and immigration rates in a multiplicative process
• Fluctuation limit of branching processes with immigration and estimation of the means

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