Asymptotic distribution of the CLSE in a critical process with immigration

DOI10.1016/j.spa.2007.11.004zbMath1213.60135OpenAlexW2084460168MaRDI QIDQ952832

Ibrahim Rahimov

Publication date: 14 November 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.11.004

zbMATH Keywords

functionalbranching processleast squares estimatorSkorokhod spacetime-dependent immigration

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic processes (60G99) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (6)

Homogeneous branching processes with non-homogeneous immigration ⋮ Asymptotic distributions for weighted estimators of the offspring mean in a branching process ⋮ Non-linear INAR(1) processes under an alternative geometric thinning operator ⋮ Nearly unstable integer‐valued ARCH process and unit root testing ⋮ Variance Estimators in Critical Branching Processes With Non-Homogeneous Immigration ⋮ Weighted conditional least square estimators for bisexual branching processes with immigration

Cites Work

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• Some asymptotic results for the branching process with immigration
• Estimation of the means in the branching process with immigration
• Invalidity of bootstrap for critical branching processes with immigration
• Random sums and branching stochastic processes
• Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Notes on “Estimation theory for growth and immigration rates in a multiplicative process”
• Estimation of the parameters of a branching process from migrating binomial observations
• Asymptotic inference for nearly unstable INAR(1) models
• Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
• Functional limit theorems for critical processes with immigration
• Extension of a Result of Seneta for the Super-Critical Galton-Watson Process
• Estimation theory for growth and immigration rates in a multiplicative process
• Fluctuation limit of branching processes with immigration and estimation of the means
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets

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