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

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)

Recommendations

• Asymptotically normal estimators for the offspring mean in the branching process with immigration
• Asymptotic distributions for weighted estimators of the offspring mean in a branching process
• Functional limit theorems for critical processes with immigration
• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
• Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration

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• Some asymptotic results for the branching process with immigration

Cited in

(9)

• Asymptotically normal estimators for the offspring mean in the branching process with immigration
• Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration
• Asymptotic distributions for weighted estimators of the offspring mean in a branching process
• 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
• Homogeneous branching processes with non-homogeneous immigration
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration

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