Estimation of the variances in the branching process with immigration

DOI10.1007/BF01193583zbMath0736.62072MaRDI QIDQ1174830

J. Winnicki

Publication date: 25 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

critical casebranching process with immigrationimmigration distributionsoffspring distributionsnonexistence of consistent estimatorsweighted conditional least squares estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (12)

Asymptotic results for random coefficient bifurcating autoregressive processes ⋮ Estimating functions for branching processes ⋮ Smoluchowski processes and nonparametric estimation of functionals of particle displacement distributions from count data ⋮ Nearly unstable integer‐valued ARCH process and unit root testing ⋮ Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration ⋮ Variance Estimators in Critical Branching Processes With Non-Homogeneous Immigration ⋮ A Poisson INAR(1) model with serially dependent innovations ⋮ On estimation of the variances for critical branching processes with immigration ⋮ Weighted conditional least square estimators for bisexual branching processes with immigration ⋮ Limit laws of estimators for critical multi-type Galton-Watson processes ⋮ On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications ⋮ Limit theorems for bifurcating integer-valued autoregressive processes

Cites Work

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• Martingale difference arrays and stochastic integrals
• Some asymptotic results for the branching process with immigration
• A note on strong consistency of least squares estimators in regression models with martingale difference errors
• Estimation of the means in the branching process with immigration
• Some results for non-supercritical Galton-Watson processes with immigration
• Asymptotic results for estimators in a subcritical branching process with immigration
• On conditional least squares estimation for stochastic processes
• A note on the supercritical Galton-Watson process with immigraiton
• On estimating the variance of the offspring distribution in a simple branching process
• Improved classical limit analogues for Galton-Watson processes with or without immigration
• Estimation theory for growth and immigration rates in a multiplicative process

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