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^*

^*此作品的通讯作者

统计学院

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1 引用（Scopus）

摘要

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).

源语言	英语
页（从-至）	3337-3348
页数	12
期刊	Communications in Statistics - Theory and Methods
卷	40
期	18
DOI	https://doi.org/10.1080/03610926.2010.500109
出版状态	已出版 - 1月 2011

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10.1080/03610926.2010.500109

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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).",

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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

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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

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