Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

DOI10.1016/j.jspi.2024.106213MaRDI QIDQ6636360

Mátyás Barczy

Publication date: 12 November 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

conditional least squares estimatorstable convergencecontinuous state and continuous time branching processes with immigrationsupercriticalmixed normal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistical inference for critical continuous state and continuous time branching processes with immigration
• Moment formulas for multitype continuous state and continuous time branching process with immigration
• Estimation for discretely observed continuous state branching processes with immigration
• Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
• Some asymptotic results for the branching process with immigration
• Affine processes and applications in finance
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
• Fluctuations of Lévy processes with applications. Introductory lectures
• Skew convolution semigroups and affine Markov processes
• Random Measures, Theory and Applications
• Foundations of Modern Probability
• Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
• Continuous-State Branching Processes with Immigration
• Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
• Stable Convergence and Stable Limit Theorems
• Measure Theory
• Measure-Valued Branching Markov Processes
• Martingale method for studying branching random walks

This page was built for publication: Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration