On local asymptotic normality for birth and death on a flow
We consider statistical models for birth and death on a flow and prove local asymptotic normality as the observation time approaches infinity; as a consequence, we know how to characterize asymptotically efficient estimators for the unknown parameter. We construct a sequence of minimum distance estimators based on observed death positions which is strongly consistent and asymptotically normal, and improve it to get an efficient estimator for a parameter present in the death rate function.
Year of publication: |
1999
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Authors: | Höpfner, R. ; Löcherbach, E. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 83.1999, 1, p. 61-77
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Publisher: |
Elsevier |
Keywords: | Birth and death on a flow Local asymptotic normality Minimum distance estimators Asymptotic efficiency |
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