Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations. •Supercritical continuous state and continuous time branching processes with immigr...

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Bibliographic Details
Published inJournal of statistical planning and inference Vol. 235; p. 106213
Main Author Barczy, Mátyás
Format Journal Article
LanguageEnglish
Published Elsevier B.V 01.03.2025
Subjects
Conditional least squares estimator
Continuous state and continuous time branching processes with immigration
Mixed normal distribution
Stable convergence
Supercritical
Supercritical
Mixed normal distribution
Continuous state and continuous time branching processes with immigration
Conditional least squares estimator
60J80
Stable convergence
62F12
60F05
Online AccessGet full text
ISSN0378-3758
DOI10.1016/j.jspi.2024.106213

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Summary:We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations. •Supercritical continuous state and continuous time branching processes with immigration.•Conditional least squares estimators.•Stable convergence.
ISSN:0378-3758
DOI:10.1016/j.jspi.2024.106213