REAL

Statistical inference for critical continuous state and continuous time branching processes with immigration

Barczy, Mátyás and Körmendi, Kristóf and Pap, Gyula (2016) Statistical inference for critical continuous state and continuous time branching processes with immigration. METRIKA, 79 (7). pp. 789-816. ISSN 0026-1335

[img]
Preview
Text
1411.2232.pdf
Available under License Creative Commons Attribution.

Download (309kB) | Preview

Abstract

We study asymptotic behavior of conditional least squares estimators for critical continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

Item Type: Article
Subjects: Q Science / természettudomány > Q1 Science (General) / természettudomány általában
SWORD Depositor: MTMT SWORD
Depositing User: MTMT SWORD
Date Deposited: 29 Jun 2023 13:40
Last Modified: 29 Jun 2023 13:40
URI: http://real.mtak.hu/id/eprint/168785

Actions (login required)

Edit Item Edit Item