Statistical inference for critical continuous state and continuous time branching processes with immigration

Mátyás Barczy (), Kristóf Körmendi () and Gyula Pap ()
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Mátyás Barczy: University of Debrecen
Kristóf Körmendi: University of Szeged
Gyula Pap: University of Szeged

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 7, No 2, 789-816

Abstract: Abstract We study asymptotic behavior of conditional least squares estimators for critical continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

Keywords: Continuous state and continuous time branching processes with immigration; Branching and immigration mechanisms; Conditional least squares estimator; Non-normal asymptotic limit behaviour; 62F12; 60J80 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s00184-016-0578-8

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