A joint estimator for the eigenvalues of the reproduction mean matrix of a multitype Galton-Watson process

DOI10.1016/S0024-3795(97)82946-1zbMath0892.60088MaRDI QIDQ1369292

Maria Lucília Carvalho

Publication date: 20 October 1997

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

almost sure convergencemultitype Galton-Watson processestimator for the eigenvalues of the reproduction mean matrix

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inequalities involving eigenvalues and eigenvectors (15A42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items

Identification of multitype branching processes

Cites Work

• Matrix Analysis
• Almost Sure Behavior of Linear Functionals of Supercritical Branching Processes
• Martingale central limit theorems and asymptotic estimation theory for multitype branching processes
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