Parametric estimation for simple branching diffusion processes. II
type: Item
instance of: scholarly article
title: Parametric estimation for simple branching diffusion processes. II
zbMATH Open document ID: 0606.62106
DOI: 10.1016/0047-259X(86)90071-0
published in: Journal of Multivariate Analysis
publication date: 1986-01-01T00:00:00Z
review text: [For part I see ibid. 9, 101-115 (1979; Zbl 0415.62063).] From author's summary: ''Consider a simple branching diffusion process, which is a branching process in which the individuals move and live and die in space. The offspring distribution has finite moments of all orders. A parametric estimation theory is presented, using time slice data.'' The consistency and asymptotic normality of the parameter estimates are obtained. Some tests of fit are considered.
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 3980309
zbMATH Keywords: third order cumulant spectra
zbMATH Keywords: specral densities
zbMATH Keywords: simple branching diffusion process
zbMATH Keywords: parametric estimation theory
zbMATH Keywords: time slice data
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: tests of fit
author: Reg J. Kulperger
MaRDI profile type: Publication
cites work: Q5556136
cites work: Q3051273
cites work: The branching diffusion with immigration
cites work: The branching random field
cites work: The multitype branching diffusion
cites work: ON THE ROLE OF VARIABLE GENERATION TIME IN THE DEVELOPMENT OF A STOCHASTIC BIRTH PROCESS
cites work: Parametric estimation for a simple branching diffusion process
cites work: Brillinger type mixing conditions for a simple branching diffusion process
description: scientific article; zbMATH DE number 3980309