An inference procedure for conflict models

Paul Yip and Ray Watson

Stochastic Processes and their Applications, 1991, vol. 37, issue 1, 161-171

Abstract: An inference procedure is proposed for a parameter related to the relative mortality rates of two forces in conflict. By constructing martingales and applying a martingale central limit theorem, explicit expressions are obtained for the estimates and associated standard errors which involve only simple computation. Only the information on the state of the two forces at the end of the conflict is required. Asymptotic results are given. A kernel type estimator for the mortality rates of the two forces is also given.

Date: 1991
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