Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
Probability
2025-09-16 v2 Statistics Theory
Statistics Theory
Abstract
We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.
Keywords
Cite
@article{arxiv.2207.14056,
title = {Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration},
author = {Matyas Barczy},
journal= {arXiv preprint arXiv:2207.14056},
year = {2025}
}
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53 pages