Asymptotic behavior of maximum likelihood estimators in a branching diffusion model

DOI10.1007/S11203-008-9028-1zbMath1205.60143OpenAlexW1997122393MaRDI QIDQ625301

Janko Hernandez, Marcos Escobar, Pablo Olivares

Publication date: 15 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-008-9028-1

zbMATH Keywords

semimartingalesFisher informationmaximum likelihood estimatorsItô's formulabranching diffusion

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (1)

Maximum likelihood estimators for a supercritical branching diffusion process

Cites Work

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• The maximum likelihood estimation of coefficient of diffusion in a birth and diffusion process
• A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes
• A Girsanov transformation for birth and death on a Brownian flow
• Construction et Propriétés de Martingales des Branchements Spatiaux Interactifs

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