Statistical inference of 2-type critical Galton–Watson processes with immigration

Kristóf Körmendi () and Gyula Pap ()
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Kristóf Körmendi: University of Szeged
Gyula Pap: University of Szeged

Statistical Inference for Stochastic Processes, 2018, vol. 21, issue 1, No 7, 169-190

Abstract: Abstract In this paper the asymptotic behavior of the conditional least squares estimators of the offspring mean matrix for a 2-type critical positively regular Galton–Watson branching process with immigration is described. We also study this question for a natural estimator of the spectral radius of the offspring mean matrix, which we call criticality parameter. We discuss the subcritical case as well.

Keywords: Galton–Watson process; Multi-type branching process; Conditional least squares estimator; Offspring mean matrix; 60J80; 62F12 (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/s11203-016-9148-y

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