Parametric estimation for a simple branching diffusion process

DOI10.1016/0047-259X(79)90069-1MaRDI QIDQ600204zbMATH OpenOpenAlexFDO

Authors Reg J. Kulperger

Publication date 1979

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(79)90069-1

zbMATH Keywords

asymptotic normalityconsistencycentral limit theoremparametric estimationspectral densityBrownian motionstrong law of large numbersbranching diffusion processasymptotic likelihoodMarkov particle systemmodel of spatial evolution

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05) Brownian motion (60J65) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites work

• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• scientific article; zbMATH DE number 3633507 (Why is no real title available?)
• scientific article; zbMATH DE number 1301720 (Why is no real title available?)
• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval
• Brillinger type mixing conditions for a simple branching diffusion process
• Maximum likelihood analysis of spike trains of interacting nerve cells
• On a Method of Calculation of Semi-Invariants

Cited in

(5)

• Branching processes. II
• Maximum likelihood estimation for birth and multidimensional Brownian process
• ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES
• On Random and Gibbsian Particle Motions for Point Processes Evolving in Space and Time
• Parametric estimation for simple branching diffusion processes. II

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