A Fluctuation Limit Theorem of Branching Processes with Immigration and Statistical Applications
Probability
2009-09-12 v2
Abstract
We prove a general fluctuation limit theorem for Galton-Watson branching processes with immigration. The limit is a time-inhomogeneous OU type process driven by a spectrally positive Levy process. As applications of this result, we obtain some asymptotic estimates for the conditional least-squares estimator of the offspring means and variances of the offspring and immigration distributions.
Keywords
Cite
@article{arxiv.0906.2586,
title = {A Fluctuation Limit Theorem of Branching Processes with Immigration and Statistical Applications},
author = {Chunhua Ma},
journal= {arXiv preprint arXiv:0906.2586},
year = {2009}
}