Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
Statistics Theory
2016-07-25 v3 Probability
Statistics Theory
Abstract
We study asymptotic behavior of conditional least squares estimators for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.
Keywords
Cite
@article{arxiv.1406.3325,
title = {Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration},
author = {Matyas Barczy and Kristóf Körmendi and Gyula Pap},
journal= {arXiv preprint arXiv:1406.3325},
year = {2016}
}
Comments
67 pages. Estimation of a new parameter is added. In Section 2 we recall some notions and statements from arXiv:1403.0245 and arXiv:1404.2242