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.
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页数：32
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