Estimation of the offspring mean in a supercritical branching process with non-stationary immigration |
| |
Authors: | I. Rahimov |
| |
Affiliation: | Department of Mathematics and Statistics, Zayed University, P.O. Box 19282, Dubai, United Arab Emirates |
| |
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. |
| |
Keywords: | primary, 60J80 secondary, 62F12, 60G99 |
本文献已被 ScienceDirect 等数据库收录! |
|