Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration

DOI10.3150/13-BEJ556zbMath1321.60178arXiv1210.8315OpenAlexW3105947312MaRDI QIDQ470074

Gyula Pap, Márton Ispány, Kristóf Körmendi

Publication date: 11 November 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.8315

zbMATH Keywords

conditional least squares estimatorGalton-Watson branching processimmigartion

Mathematics Subject Classification ID

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

Related Items

Statistical inference for critical continuous state and continuous time branching processes with immigration, Large and moderate deviations for the total population in the nearly unstable INAR(1) model, Asymptotic behavior of critical indecomposable multi-type branching processes with immigration, Nearly unstable integer‐valued ARCH process and unit root testing, Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration, Statistical inference of 2-type critical Galton-Watson processes with immigration, Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
• Asymptotic behavior of unstable INAR(\(p\)) processes
• A note on weak convergence of random step processes
• Some asymptotic results for the branching process with immigration
• Estimation of the means in the branching process with immigration
• Estimation of the variances in the branching process with immigration
• Whittle estimation in a heavy-tailed GARCH(1,1) model.
• Asymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration
• Matrix Analysis
• Foundations of Modern Probability
• Inference in Arch and Garch Models with Heavy-Tailed Errors
• The multi-type Galton-Watson process with immigration
• A Limit Theorem for Multidimensional Galton-Watson Processes