On local asymptotic normality for birth and death on a flow

R. Höpfner and E. Löcherbach

Stochastic Processes and their Applications, 1999, vol. 83, issue 1, 61-77

Abstract: We consider statistical models for birth and death on a flow and prove local asymptotic normality as the observation time approaches infinity; as a consequence, we know how to characterize asymptotically efficient estimators for the unknown parameter. We construct a sequence of minimum distance estimators based on observed death positions which is strongly consistent and asymptotically normal, and improve it to get an efficient estimator for a parameter present in the death rate function.

Keywords: Birth; and; death; on; a; flow; Local; asymptotic; normality; Minimum; distance; estimators; Asymptotic; efficiency (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (2)

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