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  • Search: subject:"Weighted conditional least squares estimator"
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Central limit theorem 1 Conditional least squares estimator 1 Consistency 1 Stochastic differential equation 1 Two-type continuous-state branching process with immigration 1 Weighted conditional least squares estimator 1
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Xu, Wei 1
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Statistics & Probability Letters 1
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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...
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