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

DOI10.3150/13-BEJ556zbMATH Open1321.60178arXiv1210.8315OpenAlexW3105947312MaRDI QIDQ470074FDOQ470074

Authors: Márton Ispány, Kristóf Körmendi, Gyula Pap 

Publication date: 11 November 2014

Published in: Bernoulli (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1210.8315

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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)

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Cited In (9)

• Statistical inference of 2-type critical Galton-Watson processes with immigration
• Conditional least squares estimators for multitype Galton-Watson processes
• Statistical inference for critical continuous state and continuous time branching processes with immigration
• 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

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