On quasi‐likelihood estimation for branching processes with immigration

DOI10.1002/cjs.10059zbMath1349.62388OpenAlexW2109847120MaRDI QIDQ4932238

V. G. Gadag, Alwell Julius Oyet, Brajendra Chandra Sutradhar

Publication date: 1 October 2010

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

Full work available at URL: https://doi.org/10.1002/cjs.10059

zbMATH Keywords

consistencymethod of momentsconditional least-squares estimatorsconditional quasi-likelihood estimatorsestimation of the mean parametersnuisance overdispersion parameterspecial negative binomial models with fewer parameters

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point estimation (62F10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (1)

Second order longitudinal dynamic models with covariates: estimation and forecasting

Cites Work

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• Analysing longitudinal count data with overdispersion
• Functional equations and the Galton-Watson process
• Estimation theory for growth and immigration rates in a multiplicative process

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