Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
DOI10.1016/J.JMVA.2011.02.002zbMATH Open1274.62547OpenAlexW2036983722MaRDI QIDQ538181FDOQ538181
Authors: S. Y. Hwang, I. V. Basawa 
Publication date: 23 May 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.02.002
Recommendations
asymptotic optimalitymartingale estimating functionsbranching-Markov processlarge sample testslocal asymptotic mixed normality
Markov processes: estimation; hidden Markov models (62M05) Markov processes: hypothesis testing (62M02) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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Cited In (11)
- Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool
- Non-stationary quasi-likelihood and asymptotic optimality
- Asymmetry tests for bifurcating auto-regressive processes with missing data
- Branching Markov processes and related asymptotics
- The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
- Asymptotics for a class of generalized multicast autoregressive processes
- Branching Process Models to Identify Risk Factors for Infectious Disease Transmission
- Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach
- Asymptotic inference for non-supercritical partially observed branching processes
- A note on the local asymptotic mixed normality of a controlled branching process with a random control function
- Non-ergodic martingale estimating functions and related asymptotics
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