What can or can't be estimated in branching and related processes?

Ellen Maki and Philip McDunnough

Stochastic Processes and their Applications, 1989, vol. 31, issue 2, 307-314

Abstract: Estimation of the underlying distribution is considered for the incompletely observed random walk and the incompletely observed Galton--Watson branching tree. Based on infrequent observation of a random walk, parameters not completely determined by the first few moments of the underlying distribution cannot be consistently estimated. A similar result is given for the branching tree when observations are sums of family sizes. When the offspring distribution belongs to the power series family MLE's are obtained from an approximate likelihood.

Keywords: random; walk; Galton-Watson; branching; tree; consistent; estimation (search for similar items in EconPapers)
Date: 1989
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