Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
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arXiv
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866916947843612672 |
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| author | Barczy, Matyas |
| author_facet | Barczy, Matyas |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2207_14056 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration Barczy, Matyas Probability Statistics Theory 62F12, 60J80, 60F05 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. |
| title | Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration |
| topic | Probability Statistics Theory 62F12, 60J80, 60F05 |
| url | https://arxiv.org/abs/2207.14056 |