带 immig 的超临界连续状态连续时间分支过程条件最小二乘估计的稳定收敛
概率论
2025-09-16 v2 统计理论
统计理论
摘要
我们证明了基于离散时间观测的超临界连续状态和连续时间带 immig 分支过程漂移参数的条件最小二乘估计的稳定收敛。
引用
@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}
}
备注
53 pages