Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality

DOI10.1016/J.JMVA.2011.02.002MaRDI QIDQ538181zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic optimalitymartingale estimating functionsbranching-Markov processlarge sample testslocal asymptotic mixed normality

Mathematics Subject Classification ID

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
• Asymptotic inference for non-supercritical partially observed branching processes
• Branching Process Models to Identify Risk Factors for Infectious Disease Transmission
• Non-stationary quasi-likelihood and asymptotic optimality
• The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
• Branching Markov processes and related asymptotics
• A note on the local asymptotic mixed normality of a controlled branching process with a random control function
• Asymmetry tests for bifurcating auto-regressive processes with missing data
• Non-ergodic martingale estimating functions and related asymptotics
• Quasilikelihood and quasi-maximum likelihood for GARCH-type processes: estimating function approach
• Asymptotics for a class of generalized multicast autoregressive processes

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Uses Software

• FinTS

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