Parametric estimation for simple branching diffusion processes, II

Consider a simple branching diffusion process, which is a branching process in which the individuals move and live and die in space. The offspring distribution has finite moments of all orders. A parametric estimation theory is presented, using time slice data. This involves the use of third order cumulant spectra to identify and estimate the parameters.

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Year of publication:	1986
Authors:	Kulperger, Reg
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 18.1986, 2, p. 225-241
Publisher:	Elsevier
Keywords:	simple branching diffusion cumulant cumulant spectra estimation consistency asymptotic normality time slice data

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

Persistent link: https://www.econbiz.de/10005160470