Statistical inference for critical continuous state and continuous time branching processes with immigration
Statistics Theory
2018-01-19 v2 Probability
Statistics Theory
Abstract
We study asymptotic behavior of conditional least squares estimators for critical continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.
Keywords
Cite
@article{arxiv.1411.2232,
title = {Statistical inference for critical continuous state and continuous time branching processes with immigration},
author = {Matyas Barczy and Kristóf Körmendi and Gyula Pap},
journal= {arXiv preprint arXiv:1411.2232},
year = {2018}
}
Comments
26 pages. In Section 2 and in Appendices we recall some notions and statements from arXiv:1403.0245 and arXiv:1404.2242. arXiv admin note: substantial text overlap with arXiv:1406.3325