Asymptotic distribution of the CLSE in a critical process with immigration

DOI10.1016/J.SPA.2007.11.004zbMATH Open1213.60135OpenAlexW2084460168MaRDI QIDQ952832FDOQ952832

Authors: I. 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

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• Asymptotically normal estimators for the offspring mean in the branching process with immigration
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• Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration

zbMATH Keywords

functionalbranching processleast squares estimatorSkorokhod spacetime-dependent immigration

Mathematics Subject Classification ID

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

Cites Work

• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation theory for growth and immigration rates in a multiplicative process
• Invalidity of bootstrap for critical branching processes with immigration
• Some asymptotic results for the branching process with immigration
• Estimation of the means in the branching process with immigration
• Extension of a Result of Seneta for the Super-Critical Galton-Watson Process
• Title not available (Why is that?)
• Asymptotic inference for nearly unstable INAR(1) models
• Functional limit theorems for critical processes with immigration
• Fluctuation limit of branching processes with immigration and estimation of the means
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
• Estimation of the parameters of a branching process from migrating binomial observations
• Random sums and branching stochastic processes
• Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration
• Notes on “Estimation theory for growth and immigration rates in a multiplicative process”
• Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
• Title not available (Why is that?)

Cited In (7)

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

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