Asymptotic properties of the maximum-likelihood estimator for a class of birth-and-death processes admitting a unique stationary distribution

DOI10.2307/3314977.NzbMATH Open0535.62073OpenAlexW2062402751MaRDI QIDQ3319640FDOQ3319640

Authors: O. Brian Allen 

Publication date: 1983

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314977.n

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zbMATH Keywords

asymptotic normalityconsistencyidentifiabilitymaximum-likelihood estimationimmigrationlogistic processunique stationary distributionexponential birth-and-death processrank of Fisher information matrixsubcritical birth-and-death process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cited In (5)

• Statistical estimation of birth-and-death processes under incomplete observations
• Maximum likelihood estimation for birth and multidimensional Brownian process
• Asymptotic information for parametric estimation from an equilibrium particle process
• Maximum Likelihood Estimator for Two-Point Boundary Value Process
• Parameter estimation for discretely observed linear birth‐and‐death processes

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