Parametric estimation for simple branching diffusion processes, II

Reg Kulperger

Journal of Multivariate Analysis, 1986, vol. 18, issue 2, 225-241

Abstract: Consider a simple branching diffusion process, which is a branching process in which the individuals move and live and die in space. The offspring distribution has finite moments of all orders. A parametric estimation theory is presented, using time slice data. This involves the use of third order cumulant spectra to identify and estimate the parameters.

Keywords: simple; branching; diffusion; cumulant; cumulant; spectra; estimation; consistency; asymptotic; normality; time; slice; data (search for similar items in EconPapers)
Date: 1986
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(86)90071-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:18:y:1986:i:2:p:225-241

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().