Estimation of the offspring mean in a supercritical branching process with non-stationary immigration
Document Type
Article
Source of Publication
Statistics and Probability Letters
Publication Date
8-1-2011
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.
DOI Link
ISSN
Publisher
Elsevier BV
Volume
81
Issue
8
First Page
907
Last Page
914
Disciplines
Life Sciences
Keywords
Consistency, Offspring mean, Supercritical branching process, Time-dependent immigration, Weighted estimator
Scopus ID
Recommended Citation
Rahimov, I., "Estimation of the offspring mean in a supercritical branching process with non-stationary immigration" (2011). All Works. 1534.
https://zuscholars.zu.ac.ae/works/1534
Indexed in Scopus
yes
Open Access
no