Maximum likelihood estimation in branching process with continuous state space

DOI10.1016/0167-7152(93)90224-7zbMath0788.62079OpenAlexW2072244544MaRDI QIDQ1314718

Mohan M. Kale, S. R. Deshmukh

Publication date: 7 March 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90224-7

zbMATH Keywords

maximum likelihood estimationcurvaturebranching processgamma processcurved exponential familymartingale limit theoremestimation of the mean of the offspring distributionnon-ergodic modelsubordinator processToeplitz's lemma

Mathematics Subject Classification ID

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

Related Items

Identifiability of age-dependent branching processes from extinction probabilities and number distributions, Optimal estimation for continuous state branching processes with discrete sampling.

Cites Work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Estimation of the variance of a branching process
• On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process
• A limit theorem of branching processes and continuous state branching processes
• Some properties of continuous-state branching processes, with applications to Bartoszyński’s virus model
• Asymptotic behaviour of continuous time, continuous state-space branching processes
• Inference for gamma and stable processes
• The Limit of a Sequence of Branching Processes
• Stochastic branching processes with continuous state space
• On a problem of M. Jiřina concerning continuous state branching processes
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