Maximum likelihood estimation for branching processes with immigration

1981 ◽  
Vol 13 (03) ◽  
pp. 498-509 ◽  
Author(s):  
B. R. Bhat ◽  
S. R. Adke
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Continuous Time ◽  
Strong Consistency ◽  
Branching Process ◽  
Branching Processes ◽  
Maximum Likelihood Estimators ◽  
Likelihood Estimation ◽  
Asymptotic Distributions ◽  
Branching Process With Immigration

This paper establishes the strong consistency of the maximum likelihood estimators of the parameters of discrete- and continuous-time Markov branching processes with immigration. The asymptotic distributions of the maximum likelihood estimators of the parameters of a Galton–Watson branching process with immigration are also obtained.

Maximum likelihood estimation for branching processes with immigration

1981 ◽  
Vol 13 (3) ◽  
pp. 498-509 ◽  
Author(s):  
B. R. Bhat ◽  
S. R. Adke
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Continuous Time ◽  
Strong Consistency ◽  
Branching Process ◽  
Branching Processes ◽  
Maximum Likelihood Estimators ◽  
Likelihood Estimation ◽  
Asymptotic Distributions ◽  
Branching Process With Immigration

This paper establishes the strong consistency of the maximum likelihood estimators of the parameters of discrete- and continuous-time Markov branching processes with immigration. The asymptotic distributions of the maximum likelihood estimators of the parameters of a Galton–Watson branching process with immigration are also obtained.

On Maximum Likelihood Estimation of Continuous-Time Oscillators Modelled as Continuous-Time Autoregressive System

2019 ◽  
Vol 17 (07) ◽  
pp. 1214-1219
Author(s):  
Maria Coronel ◽  
Karen Gonzalez ◽  
Pedro Escarate ◽  
Rodrigo Carvajal ◽  
Juan Carlos Aguero
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Continuous Time ◽  
Likelihood Estimation

Estimation of the mean and the initial probabilities of a branching process

1974 ◽  
Vol 11 (4) ◽  
pp. 687-694 ◽  
Author(s):  
Jean-Pierre Dion
Keyword(s):  
Maximum Likelihood ◽  
Confidence Intervals ◽  
Branching Process ◽  
Maximum Likelihood Estimators ◽  
Asymptotic Distributions ◽  
The Mean ◽  
Watson Process

In this article, we consider maximum likelihood estimators of the initial probabilities and the mean of a supercritical Galton-Watson process; we find for these estimators, as well as for the Lotka-Nagaev estimator of the mean, the asymptotic distributions and deduce confidence intervals. As these results hold even if the independence between individuals of the same generation is not satisfied, application to living populations may be considered.

scholarly journals Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration

2016 ◽  
Vol 16 (04) ◽  
pp. 1650008 ◽  
Author(s):  
Mátyás Barczy ◽  
Gyula Pap
Keyword(s):  
Continuous Time ◽  
Branching Process ◽  
Branching Processes ◽  
Bessel Process ◽  
Step Functions ◽  
Squared Bessel Process ◽  
Continuous State ◽  
Random Step ◽  
Branching Process With Immigration ◽  
Continuous Time Branching Processes

Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of appropriately scaled random step functions formed from a critical, irreducible multi-type continuous state and continuous time branching process with immigration converges weakly towards a squared Bessel process supported by a ray determined by the Perron vector of a matrix related to the branching mechanism of the branching process in question.

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