Title
Estimation of the offspring mean in a supercritical branching process with non-stationary immigration
Source of Publication
Statistics and Probability Letters
Abstract
In this paper, we consider the conditional least squares estimator (CLSE) of the offspring mean of a branching process with non-stationary immigration based on the observation of population sizes. In the supercritical case, assuming that the immigration variables follow known distributions, conditions guaranteeing the strong consistency of the proposed estimator will be derived. The asymptotic normality of the estimator will also be proved. The proofs are based on direct probabilistic arguments, unlike the previous papers, where functional limit theorems for the process were used. © 2011 Elsevier B.V.
Document Type
Article
First Page
907
Last Page
914
Publication Date
8-1-2011
DOI
10.1016/j.spl.2011.03.038
Recommended Citation
Rahimov, I., "Estimation of the offspring mean in a supercritical branching process with non-stationary immigration" (2011). Scopus Indexed Articles. 2106.
https://zuscholars.zu.ac.ae/scopus-indexed-articles/2106