A note on estimation of parameters for branching processes with immigration

Yuqiang Li

doi:10.1080/03610926.2010.500109

A note on estimation of parameters for branching processes with immigration

Yuqiang Li

School of Statistics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

It is proved that under certain conditions the conditional least-squares estimator of the offspring mean for a sequence of nearly critical Jirina processes with immigration is consistent but not asymptotically normal and the conditional least-squares estimator of the immigration mean is not consistent. These results differ from the existing results in the case where the initial values are zero (see Ispany et al., 2005).

Original language	English
Pages (from-to)	3337-3348
Number of pages	12
Journal	Communications in Statistics - Theory and Methods
Volume	40
Issue number	18
DOIs	https://doi.org/10.1080/03610926.2010.500109
State	Published - Jan 2011

Keywords

Asymptotic behavior
Branching process with immigration
Conditional least-squares estimator

UN SDGs

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10.1080/03610926.2010.500109

Cite this

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title = "A note on estimation of parameters for branching processes with immigration",

abstract = "It is proved that under certain conditions the conditional least-squares estimator of the offspring mean for a sequence of nearly critical Jirina processes with immigration is consistent but not asymptotically normal and the conditional least-squares estimator of the immigration mean is not consistent. These results differ from the existing results in the case where the initial values are zero (see Ispany et al., 2005).",

keywords = "Asymptotic behavior, Branching process with immigration, Conditional least-squares estimator",

author = "Yuqiang Li",

year = "2011",

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journal = "Communications in Statistics - Theory and Methods",

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AU - Li, Yuqiang

PY - 2011/1

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N2 - It is proved that under certain conditions the conditional least-squares estimator of the offspring mean for a sequence of nearly critical Jirina processes with immigration is consistent but not asymptotically normal and the conditional least-squares estimator of the immigration mean is not consistent. These results differ from the existing results in the case where the initial values are zero (see Ispany et al., 2005).

AB - It is proved that under certain conditions the conditional least-squares estimator of the offspring mean for a sequence of nearly critical Jirina processes with immigration is consistent but not asymptotically normal and the conditional least-squares estimator of the immigration mean is not consistent. These results differ from the existing results in the case where the initial values are zero (see Ispany et al., 2005).

KW - Asymptotic behavior

KW - Branching process with immigration

KW - Conditional least-squares estimator

UR - https://www.scopus.com/pages/publications/79960472577

U2 - 10.1080/03610926.2010.500109

DO - 10.1080/03610926.2010.500109

M3 - 文章

AN - SCOPUS:79960472577

SN - 0361-0926

VL - 40

SP - 3337

EP - 3348

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 18

ER -

A note on estimation of parameters for branching processes with immigration

Abstract

Keywords

UN SDGs

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