Statistical inference for critical continuous state and continuous time branching processes with immigration

DOI10.1007/S00184-016-0578-8zbMath1346.62046arXiv1411.2232OpenAlexW2289726729MaRDI QIDQ314552

Kristóf Körmendi, Mátyás Barczy, Gyula Pap

Publication date: 16 September 2016

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.2232

zbMATH Keywords

conditional least squares estimatorbranching and immigration mechanismscontinuous state and continuous time branching processes with immigrationnon-normal asymptotic limit behaviour

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (1)

Nearly unstable integer‐valued ARCH process and unit root testing

Cites Work

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