Estimation of extinction probability of a multitype markov branching process |
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| Authors: | Mohan M. Kale S.R. eshmokh |
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| Affiliation: | Department of Statistics , University of Poona , Pune, 411007, India |
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| Abstract: | Maximum likelihood estimation of the probability of ultimate extinction of a multitype Markov branching process is studied when the process is observed completely over a fixed time interval [0,t]. The asymptotic properties of the estimator are discussed. |
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| Keywords: | asymptotic normality random index central limit theorem strong consistency |
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