Statistical inference for critical continuous state and continuous time branching processes with immigration

Matyas Barczy; Kristóf Körmendi; Gyula Pap

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arXiv · 1411.2232

Statistical inference for critical continuous state and continuous time branching processes with immigration

Matyas Barczy·Kristóf Körmendi·Gyula Pap

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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.

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Matyas Barczy, Kristóf Körmendi, Gyula Pap. 2015-03-23. Statistical inference for critical continuous state and continuous time branching processes with immigration. https://arxiv.org/abs/1411.2232

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