On structural parameter estimation of the Markov Q-process
Statistics Theory
2022-04-01 v1 Probability
Statistics Theory
Abstract
In the paper we consider a stochastic model which called Markov Q-processes that forms a continuous-time Markov population system. Markov Q-processes are defined as stochastic Markov branching processes with trajectories continuing in the remote future. Estimation of the structural parameter of the Markov Q-process is the main goal of this paper. To estimate this parameter, an unbiased estimator of the Lotka-Nagaev type is proposed. An asymptotic expansion of the variance of this estimator is found.
Cite
@article{arxiv.2203.16904,
title = {On structural parameter estimation of the Markov Q-process},
author = {Azam Imomov and Zukhriddin Nazarov},
journal= {arXiv preprint arXiv:2203.16904},
year = {2022}
}
Comments
in Russian language