Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration

DOI10.1016/j.spa.2020.10.004zbMath1475.60162arXiv1910.01420OpenAlexW3092824819WikidataQ114751145 ScholiaQ114751145MaRDI QIDQ1994896

Bojan Basrak, Péter Kevei, Mátyás Barczy, Hrvoje Planinić, Gyula Pap

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.01420

zbMATH Keywords

point processconditional least squares estimatorstrong stationarityregularly varying distributionGalton-Watson process with immigration

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Convergence of partial sum processes to stable processes with application for aggregation of branching processes ⋮ On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations

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