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  • Search: subject:"Continuous state branching process with immigration"
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Backbone decomposition 1 Central limit theorem 1 Conditional least squares estimator 1 Consistency 1 Continuous state branching process with immigration 1 N-measure 1 Stochastic differential equation 1 Two-type continuous-state branching process with immigration 1 Weighted conditional least squares estimator 1
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Kyprianou, A.E. 1 Ren, Y.-X. 1 Xu, Wei 1
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Statistics & Probability Letters 2
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RePEc 2
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Parameter estimation in two-type continuous-state branching processes with immigration
Xu, Wei - In: Statistics & Probability Letters 91 (2014) C, pp. 124-134
We study the parameter estimation of two-type continuous-state branching processes with immigration based on low frequency observations at equidistant time points. The ergodicity of the processes is proved. The estimators are based on the minimization of a sum of squared deviation about...
Persistent link: https://www.econbiz.de/10010776521
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Backbone decomposition for continuous-state branching processes with immigration
Kyprianou, A.E.; Ren, Y.-X. - In: Statistics & Probability Letters 82 (2012) 1, pp. 139-144
In the spirit of Duquesne and Winkel (2007) and Berestycki et al. (2011), we show that supercritical continuous-state branching process with a general branching mechanism and general immigration mechanism is equivalent in law to a continuous-time Galton–Watson process with immigration (with...
Persistent link: https://www.econbiz.de/10011039894
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