On aggregation of multitype Galton–Watson branching processes with immigration
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton–Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both cases, the limit process is a zero mean Brownian motion wit...
Elmentve itt :
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| Dokumentumtípus: | Cikk |
| Megjelent: |
2018
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| Sorozat: | MODERN STOCHASTICS: THEORY AND APPLICATIONS
5 No. 1 |
| Tárgyszavak: | |
| doi: | 10.15559/18-VMSTA95 |
| mtmt: | 3325174 |
| Online Access: | http://publicatio.bibl.u-szeged.hu/36722 |
| Tartalmi kivonat: | Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton–Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both cases, the limit process is a zero mean Brownian motion with the same covariance function under third order moment conditions on the branching and immigration distributions. We specialize our results for generalized integer-valued autoregressive processes and single-type Galton–Watson processes with immigration as well. |
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| Terjedelem/Fizikai jellemzők: | 53-79 |
| ISSN: | 2351-6046 |