Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration

Mátyás Barczy, Kristóf Körmendi and Gyula Pap

Journal of Multivariate Analysis, 2015, vol. 139, issue C, 92-123

Abstract: We study asymptotic behavior of conditional least squares estimators for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

Keywords: Multi-type branching processes with immigration; Conditional least squares estimator (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:139:y:2015:i:c:p:92-123

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DOI: 10.1016/j.jmva.2015.03.005

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