Branching Markov processes and related asymptotics

DOI10.1016/j.jmva.2008.10.014zbMath1159.62054OpenAlexW2072557828MaRDI QIDQ1012533

Ishwar V. Basawa, Sun Young Hwang

Publication date: 21 April 2009

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.014

zbMATH Keywords

branching processesMarkov processeslaw of large numberscentral limit theoremleast squaresconditional exponential familyquasilikelihood and maximum likelihood estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Inference from stochastic processes (62M99) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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