Maximum likelihood estimation for a branching diffusion process

DOI10.1007/BF01091450zbMath0504.62077OpenAlexW2963845488MaRDI QIDQ1836249

S. R. Adke

Publication date: 1983

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01091450

zbMATH Keywords

maximum likelihood estimationdriftbranching diffusion process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

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• The general theory of stochastic population processes
• Branching Markov processes. I
• A birth, death, and diffusion process
• The generalized birth and death process and Gaussian diffusion
• The maximum likelihood estimation of coefficient of diffusion in a birth and diffusion process
• Inference for the diffusion branching process
• Estimation in the birth process
• Stochastic birth, death and migration processes for spatially distributed populations

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