Saved in:
Bibliographic Details
Main Authors: Gutiérrez-Peña, Eduardo, Pérez-Mendoza, Carlos Octavio, Palacio, Alan Riva, Siri-Jégousse, Arno
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2512.13841
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866914202743996416
author Gutiérrez-Peña, Eduardo
Pérez-Mendoza, Carlos Octavio
Palacio, Alan Riva
Siri-Jégousse, Arno
author_facet Gutiérrez-Peña, Eduardo
Pérez-Mendoza, Carlos Octavio
Palacio, Alan Riva
Siri-Jégousse, Arno
contents In this article, we present a novel inference framework for estimating the parameters of Continuous-State Branching Processes (CSBPs). We do so by leveraging their subordinator representation. Our method reformulates the estimation problem by shifting the stochastic dynamics to the associated subordinator, enabling a parametric estimation procedure without requiring additional assumptions. This reformulation allows for efficient numerical recovery of the likelihood function via Laplace transform inversion, even in models where closed-form transition densities are unavailable. In addition to offering a flexible approach to parameter estimation, we propose a dynamic simulation framework that generates discrete-time trajectories of CSBPs using the same subordinator-based structure.
format Preprint
id arxiv_https___arxiv_org_abs_2512_13841
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Parameter Estimation for Partially Observed Stable Continuous-State Branching Processes
Gutiérrez-Peña, Eduardo
Pérez-Mendoza, Carlos Octavio
Palacio, Alan Riva
Siri-Jégousse, Arno
Methodology
In this article, we present a novel inference framework for estimating the parameters of Continuous-State Branching Processes (CSBPs). We do so by leveraging their subordinator representation. Our method reformulates the estimation problem by shifting the stochastic dynamics to the associated subordinator, enabling a parametric estimation procedure without requiring additional assumptions. This reformulation allows for efficient numerical recovery of the likelihood function via Laplace transform inversion, even in models where closed-form transition densities are unavailable. In addition to offering a flexible approach to parameter estimation, we propose a dynamic simulation framework that generates discrete-time trajectories of CSBPs using the same subordinator-based structure.
title Parameter Estimation for Partially Observed Stable Continuous-State Branching Processes
topic Methodology
url https://arxiv.org/abs/2512.13841