Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration

DOI10.3150/13-BEJ556MaRDI QIDQ470074zbMATH OpenOpenAlexFDO

Authors Márton Ispány, Kristóf Körmendi, Gyula Pap

Publication date 11 November 2014

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1210.8315, https://projecteuclid.org/euclid.bj/1411134459

zbMATH Keywords

conditional least squares estimatorGalton-Watson branching processimmigartion

Mathematics Subject Classification ID

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

Abstract: In this paper, the asymptotic behavior of the conditional least squares (CLS) estimators of the offspring means $$ and of the criticality parameter $$ for a $2$-type critical doubly symmetric positively regular Galton-Watson branching process with immigration is described.

Recommendations

• Statistical inference of 2-type critical Galton-Watson processes with immigration
• Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration
• Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
• Asymptotic distribution of the CLSE in a critical process with immigration
• Conditional least squares estimators for multitype Galton-Watson processes

Cites work

• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 52750 (Why is no real title available?)
• scientific article; zbMATH DE number 1055921 (Why is no real title available?)
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• scientific article; zbMATH DE number 777596 (Why is no real title available?)
• scientific article; zbMATH DE number 3410334 (Why is no real title available?)
• scientific article; zbMATH DE number 957960 (Why is no real title available?)
• A Limit Theorem for Multidimensional Galton-Watson Processes
• A note on estimation in multitype supercritical branching processes with immigration
• A note on weak convergence of random step processes
• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
• Asymptotic behavior of critical primitive multi-type branching processes with immigration
• Asymptotic behavior of unstable INAR(\(p\)) processes
• Estimation of the means in the branching process with immigration
• Estimation of the variances in the branching process with immigration
• Foundations of Modern Probability
• Inference in Arch and Garch Models with Heavy-Tailed Errors
• Matrix Analysis
• Some asymptotic results for the branching process with immigration
• The multi-type Galton-Watson process with immigration
• Whittle estimation in a heavy-tailed GARCH(1,1) model.

Cited in

(9)

• Statistical inference of 2-type critical Galton-Watson processes with immigration
• Statistical inference for critical continuous state and continuous time branching processes with immigration
• Conditional least squares estimators for multitype Galton-Watson processes
• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
• Nearly unstable integer‐valued ARCH process and unit root testing
• Asymptotic distribution of the CLSE in a critical process with immigration
• Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
• Asymptotic behavior of critical indecomposable multi-type branching processes with immigration
• Large and moderate deviations for the total population in the nearly unstable INAR(1) model

This page was built for publication: Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q470074)