The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying similar documents to “Robust Parametric Estimation of Branching Processes with a Random Number of Ancestors”

Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points

Adès, Michel, Dion, Jean-Pierre, MacGibbon, Brenda (2005)

Serdica Mathematical Journal

Similarity:

2000 Mathematics Subject Classification: 60J60, 62M99. In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated....

Branching Processes with Immigration and Integer-valued Time Series

Dion, J., Gauthier, G., Latour, A. (1995)

Serdica Mathematical Journal

Similarity:

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes...