Title

Conditional least squares estimators for the offspring mean in a subcritical branching process with immigration

Source of Publication

Communications in Statistics - Theory and Methods

Abstract

Consider a Bienayme-Galton-Watson process with generation-dependent immigration, whose mean and variance vary regularly with non negative exponents and , respectively. We study the estimation problem of the offspring mean based on an observation of population sizes. We show that if <2, the conditional least squares estimator (CLSE) is strongly consistent. Conditions which are sufficient for the CLSE to be asymptotically normal will also be derived. The rate of convergence is faster than n 1/2, which is not the case in the process with stationary immigration. © 2012 Copyright Taylor and Francis Group, LLC.

Document Type

Article

First Page

2096

Last Page

2110

Publication Date

6-15-2012

DOI

10.1080/03610926.2011.558658

Author First name, Last name, Institution

I. Rahimov, Zayed University

Share

COinS