Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

被引：0

作者：

Barczy, Matyas ^{[1
]}

机构：

[1] Univ Szeged, Bolya Inst, HUN REN SZTE Anal & Applicat Res Grp, Arad vertanuk tere 1, H-6720 Szeged, Hungary

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2025年 / 235卷

关键词：

Continuous state and continuous time; branching processes with immigration; Supercritical; Conditional least squares estimator; Stable convergence; Mixed normal distribution; MULTITYPE CONTINUOUS-STATE;

D O I：

10.1016/j.jspi.2024.106213

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.

引用

页数：32

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