Maximum likelihood estimation for birth and multidimensional Brownian process

Shailaja Dharmadhikari

Journal of Multivariate Analysis, 1987, vol. 23, issue 2, 220-232

Abstract: The individuals of a population reproduce according to a linear birth process and simultaneously and independently diffuse inp-dimensional Euclidean space according to a Brownian process with dependent coordinates. The properties of the maximum likelihood estimators of the drift vector and the matrix of diffusion coefficients are investigated under two sampling schemes involving incomplete observations.

Keywords: Brownian; process; inp; dimensions; with; dependent; coordinates; linear; birth; process; Student's; distribution; Wishart; distribution (search for similar items in EconPapers)
Date: 1987
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