Parametric estimation for a simple branching diffusion process

A simple branching diffusion process is given as an elementary model of spatial evolution. A parametric estimation theory is presented for this model. As side results, a spatial central limit theorem and spatial strong law of large numbers are also obtained.

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Year of publication:	1979
Authors:	Kulperger, Reg
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 1, p. 101-115
Publisher:	Elsevier
Keywords:	Branching diffusion spectral density asymptotic likelihood estimation consistency asymptotic normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005093819