Maximum likelihood estimation in birth-death process allowing catastrophes

DOI10.1080/03610929508831591MaRDI QIDQ4337036zbMATH OpenOpenAlexFDO

Authors Mandar Kale, S. R. Deshmukh

Publication date 13 June 2000

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

Full work available at URL https://doi.org/10.1080/03610929508831591

zbMATH Keywords

random walkstrong law of large numbersToeplitz lemmarandom sum central limit theorem

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Asymptotic properties of the maximum-likelihood estimator for a class of birth-and-death processes admitting a unique stationary distribution
• Statistical estimation of birth-and-death processes under incomplete observations
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• Parameter estimation for discretely observed linear birth‐and‐death processes

Cites work

• Birth, immigration and catastrophe processes
• Estimation of the mean and the initial probabilities of a branching process
• Limit theorems for the population size of a birth and death process allowing catastrophes
• Maximum likelihood estimation for continuous-time stochastic processes
• Persistence times of populations with large random fluctuations
• The Markov branching process with density-independent catastrophes I. Behaviour of extinction probabilities
• The supercritical birth, death and catastrophe process: Limit theorems on the set of non-extinction

Cited in

(9)

• Statistical estimation of birth-and-death processes under incomplete observations
• The supercritical birth, death and catastrophe process: Limit theorems on the set of non-extinction
• Maximum likelihood estimation for birth and multidimensional Brownian process
• The discretely observed immigration-death process: likelihood inference and spatiotemporal applications
• Estimation of the Parameters of a Survival Process with Downward Jumps in Life Table
• Asymptotic distribution of MLE’s of the parameters for a diffusion model with catastrophes and some related inference problems
• Asymptotic properties of the maximum-likelihood estimator for a class of birth-and-death processes admitting a unique stationary distribution
• Asymptotic distribution of MLE's of the parameters for a diffusion model with catastrophes
• scientific article; zbMATH DE number 1995777 (Why is no real title available?)

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