Related papers: Parameter estimation in branching processes with a…
Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…
These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…
1 Sharp prediction of extinction times is needed in biodiversity monitoring and conservation management. 2 The Galton-Watson process is a classical stochastic model for describing population dynamics. Its evolution is like the matrix…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…
We propose a class of estimators for the parameters of a GARCH(p,q) sequence. We show that our estimators are consistent and asymptotically normal under mild conditions. The quasi-maximum likelihood and the likelihood estimators are…
We study the nonparametric estimation of the branching rate $B(x)$ of a supercritical Bellman-Harris population: a particle with age $x$ has a random lifetime governed by $B(x)$; at its death time, it gives rise to $k \geq 2$ children with…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
Let $(Z_n)$ be a supercritical branching process in a random environment $\xi$. We study the convergence rates of the martingale $W_n = Z_n/ E[Z_n| \xi]$ to its limit $W$. The following results about the convergence almost sur (a.s.), in…
We study the extremes of branching random walks under the assumption that the underlying Galton-Watson tree has infinite progeny mean. It is assumed that the displacements are either regularly varying or they have lighter tails. In the…
Consider a population whose size changes stepwise by its members reproducing or dying (disappearing), but is otherwise quite general. Denote the initial (non-random) size by $Z_0$ and the size of the $n$th change by $C_n$, $n= 1, 2,…
We consider continuous-state branching processes (CB processes) which become extinct almost surely. First, we tackle the problem of describing the stationary measures on $(0,+\infty)$ for such CB processes. We give a representation of the…
We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…
In this paper, the extinction problem for a class of distylous plant populations is considered within the framework of certain nonhomogeneous nearest-neighbor random walks in the positive quadrant. For the latter, extinction means…
Branching Processes in Random Environment (BPREs) $(Z\_n:n\geq0)$ are the generalization of Galton-Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical regime, the…
We consider a critical branching particle system in $\R^d$, composed of individuals of a finite number of types $i\in\{1,...,K\}$. Each individual of type $i$ moves independently according to a symmetric $\alpha_i$-stable motion. We assume…
In this paper we study the genealogical structure of a Galton-Watson process with neutral mutations, where the initial population is large and mutation rate is small \cite{B2}. Namely, we extend in two directions the results obtained in…
We consider a discrete-time host-parasite model for a population of cells which are colonized by proliferating parasites. The cell population grows like an ordinary Galton-Watson process, but in reflection of real biological settings the…
This survey concerns the study of quasi-stationary distributions with a specific focus on models derived from ecology and population dynamics. We are concerned with the long time behavior of different stochastic population size processes…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…