A Note on Estimation of Parameters for Branching Processes with Immigration |
| |
Authors: | Yuqiang Li |
| |
Institution: | 1. School of Finance and Statistics , East China Normal University , Shanghai , China yqli@stat.ecnu.edu.cn |
| |
Abstract: | It is proved that under certain conditions the conditional least-squares estimator of the offspring mean for a sequence of nearly critical Ji?ina processes with immigration is consistent but not asymptotically normal and the conditional least-squares estimator of the immigration mean is not consistent. These results differ from the existing results in the case where the initial values are zero (see Ispány et al., 2005
Ispány , M. ,
Pap , G. ,
Zuijlen , M. V. ( 2005 ). Fluctuation limit of branching processes with immigration and estimation of the means . Adv. Appl. Probab. 37 : 523 – 538 . Google Scholar]). |
| |
Keywords: | Asymptotic behavior Branching process with immigration Conditional least-squares estimator |
|
|