Statistical inference for critical continuous state and continuous time branching processes with immigration

Abstract

We study asymptotic behavior of conditional least squares estimators for critical continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

26 pages. In Section 2 and in Appendices we recall some notions and statements from arXiv:1403.0245 and arXiv:1404.2242. arXiv admin note: substantial text overlap with arXiv:1406.3325

References in corpus (5)

• Asymptotic behavior of unstable INAR(p) processes
• Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
• Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
• Moment formulas for multi-type continuous state and continuous time branching processes with immigration

Cited by in corpus (1)

• Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration