Parametric estimation for a simple branching diffusion process

DOI10.1016/0047-259X(79)90069-1zbMath0415.62063OpenAlexW2009537013MaRDI QIDQ600204

Reg J. Kulperger

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90069-1

zbMATH Keywords

consistencystrong law of large numbersasymptotic normalityBrownian motioncentral limit theoremspectral densityparametric estimationbranching diffusion processasymptotic likelihoodMarkov particle systemmodel of spatial evolution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15) Brownian motion (60J65) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items

Parametric estimation for simple branching diffusion processes. II, ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES, Maximum likelihood estimation for birth and multidimensional Brownian process, Branching processes. II, On Random and Gibbsian Particle Motions for Point Processes Evolving in Space and Time

Cites Work

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• Maximum likelihood analysis of spike trains of interacting nerve cells
• Brillinger type mixing conditions for a simple branching diffusion process
• On a Method of Calculation of Semi-Invariants
• A Moving Average Representation for Random Variables Covariance Stationary on a Finite Time Interval