Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
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.
Elmentve itt :
| Szerző: | |
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| Dokumentumtípus: | Cikk |
| Megjelent: |
2025
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| Sorozat: | JOURNAL OF STATISTICAL PLANNING AND INFERENCE
235 |
| Tárgyszavak: | |
| doi: | 10.1016/j.jspi.2024.106213 |
| mtmt: | 35275481 |
| Online Access: | http://publicatio.bibl.u-szeged.hu/38034 |
| Tartalmi kivonat: | 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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| Terjedelem/Fizikai jellemzők: | 32 |
| ISSN: | 0378-3758 |