Branching Markov processes and related asymptotics

S.Y. Hwang and I.V. Basawa

Journal of Multivariate Analysis, 2009, vol. 100, issue 6, 1155-1167

Abstract: Models for Markov processes indexed by a branching process are presented. The new class of models is referred to as the branching Markov process (BMP). The law of large numbers and a central limit theorem for the BMP are established. Bifurcating autoregressive processes (BAR) are special cases of the general BMP model discussed in the paper. Applications to parameter estimation are also presented.

Keywords: primary; 62P10 secondary; 62M99 Branching processes Markov processes Law of large numbers Central limit theorem Conditional exponential family Least squares Quasilikelihood and maximum likelihood estimation (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (6)

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