A note on estimation in multitype supercritical branching processes with immigration

zbMATH Open1192.60097MaRDI QIDQ3580402FDOQ3580402

Authors: Sanjay Shete, T. N. Sriram 

Publication date: 12 August 2010

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zbMATH Keywords

martingalesinvariance principlesupercriticalmaximal eigenvalueweighted conditional least squares

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (11)

• Estimation of the offspring mean in a controlled branching process with a random control function
• Small value probabilities for supercritical multitype branching processes with immigration
• Title not available (Why is that?)
• Weighted conditional least square estimators for bisexual branching processes with immigration
• Parameter estimation in two-type continuous-state branching processes with immigration
• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
• Identification of multitype branching processes
• On quasi‐likelihood estimation for branching processes with immigration
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• Identification of multitype branching processes
• Inference on superimposed subcritical Galton-Watson processes with immigration

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