Maximum likelihood estimation for branching processes with immigration

DOI10.2307/1426782MaRDI QIDQ3939072zbMATH OpenOpenAlexFDO

Authors

Publication date 1981

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

Full work available at URL https://doi.org/10.2307/1426782

zbMATH Keywords

asymptotic normalityconsistencystrong law of large numbersmaximum likelihood estimatorsGalton-Watson processimmigrationmixing form of central limit theorem for martingales

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited in

(19)

• Bootstrap of the offspring mean in the critical process with a non-stationary immigration
• Fixed precision estimator of the offspring mean in branching processes
• Estimation of the offspring mean in a controlled branching process with a random control function
• Identifiability of age-dependent branching processes from extinction probabilities and number distributions
• Estimating functions for branching processes
• Approximate bayes estimators for stochastic processes
• Some results on first order stochastic models and estimation for diffusion approximation of the multitype galton–watson process
• A note on estimation of parameters for branching processes with immigration
• A modified bootstrap for branching processes with immigration
• Efficient sequential estimation in a markov branching process with immigration
• On asymptotic normality of sequential estimators for branching processes with immigration
• The discretely observed immigration-death process: likelihood inference and spatiotemporal applications
• A note on the local asymptotic mixed normality of a controlled branching process with a random control function
• Estimation of plant demographic parameters from stage-structured censuses
• On asymptotic posterior normality for controlled branching processes
• Minimum Hellinger distance estimation for supercritical Galton-Watson processes
• Fully observed INAR(1) processes
• On sequential estimation for branching processes with immigration.
• Validity of the bootstrap in the critical process with a non-stationary immigration

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