Asymptotic properties of the maximum-likelihood estimator for a class of birth-and-death processes admitting a unique stationary distribution

DOI10.2307/3314977.NzbMath0535.62073OpenAlexW2062402751MaRDI QIDQ3319640

Publication date: 1983

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314977.n

zbMATH Keywords

consistency asymptotic normality immigration identifiability maximum-likelihood estimation logistic process unique stationary distribution exponential birth-and-death process rank of Fisher information matrix subcritical birth-and-death process

Mathematics Subject Classification ID

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

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