On estimation of the variances for critical branching processes with immigration

DOI10.1239/JAP/1276784907MaRDI QIDQ3578680zbMATH OpenOpenAlexFDO

Authors Chunhua Ma, Longmin Wang

Publication date 20 July 2010

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1276784907

zbMATH Keywords

regular variationlimiting distributionconditional least squares estimator

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Transition functions, generators and resolvents (60J35) Processes in random environments (60K37) Stochastic integral equations (60H20)

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Cites work

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• Estimation of the variances in the branching process with immigration
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• Weak limit theorems for stochastic integrals and stochastic differential equations

Cited in

(12)

• Asymptotically normal estimators for the offspring mean in the branching process with immigration
• Estimation of the criticality parameters of branching processes by the Monte Carlo method
• scientific article; zbMATH DE number 468657 (Why is no real title available?)
• Invalidity of bootstrap for critical branching processes with immigration
• Estimation of the means in the branching process with immigration
• Variance Estimators in Critical Branching Processes With Non-Homogeneous Immigration
• scientific article; zbMATH DE number 150462 (Why is no real title available?)
• scientific article; zbMATH DE number 3984387 (Why is no real title available?)
• scientific article; zbMATH DE number 3994695 (Why is no real title available?)
• Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
• On Estimating the Criticality Parameter of a Branching Process with Immigration
• Estimation of the variances in the branching process with immigration

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