Functional limit theorems for critical processes with immigration

DOI10.1239/AAP/1198177239MaRDI QIDQ5443151zbMATH OpenOpenAlexFDO

Authors I. Rahimov

Publication date 20 February 2008

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1198177239

zbMATH Keywords

branching processimmigrationmartingale limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stochastic processes (60G99)

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• An integer-valued pth-order autoregressive structure (INAR(p)) process
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• Invalidity of bootstrap for critical branching processes with immigration
• Limit theorems for some functionals of certain Galton-Watson branching processes
• Random sums and branching stochastic processes
• Some asymptotic results for the branching process with immigration
• The Limit of a Sequence of Branching Processes

Cited in

(22)

• On the asymptotic behavior of a subcritical branching process with immigration
• Homogeneous branching processes with non-homogeneous immigration
• Validity of the bootstrap in the critical process with a non-stationary immigration
• On asymptotics of branching processes with immigration
• Unified inference for an integer-valued AR(1) model
• Estimation of the offspring mean in a supercritical branching process with non-stationary immigration
• Approximation of Fluctuations in a Sequence of Nearly Critical Branching Processes
• Asymptotic distributions for weighted estimators of the offspring mean in a branching process
• Some asymptotic results for strongly critical branching processes with immigration in varying environment
• Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration
• Variance Estimators in Critical Branching Processes With Non-Homogeneous Immigration
• A note on asymptotic behavior of critical Galton-Watson processes with immigration
• A fluctuation limit theorem for a critical branching process with dependent immigration
• Functional limit theorems and the asymptotic normality of estimators based on partial observations
• Nearly unstable integer‐valued ARCH process and unit root testing
• Asymptotic distribution of the CLSE in a critical process with immigration
• Bootstrap of the offspring mean in the critical process with a non-stationary immigration
• Limit theorem and parameter estimation for a critical branching process with mixing immigration
• Branching processes in varying environment with generation-dependent immigration
• Asymptotically normal estimators for the offspring mean in the branching process with immigration
• On functional limit theorems for branching processes with dependent immigration
• On deterministic approximation for nearly critical branching processes with dependent immigration

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