{"title":"有移民的超临界连续状态和连续时间分支过程的条件最小二乘估计子的稳定收敛性","authors":"Mátyás Barczy","doi":"10.1016/j.jspi.2024.106213","DOIUrl":null,"url":null,"abstract":"<div><p>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.</p></div>","PeriodicalId":50039,"journal":{"name":"Journal of Statistical Planning and Inference","volume":"235 ","pages":"Article 106213"},"PeriodicalIF":0.8000,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration\",\"authors\":\"Mátyás Barczy\",\"doi\":\"10.1016/j.jspi.2024.106213\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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.</p></div>\",\"PeriodicalId\":50039,\"journal\":{\"name\":\"Journal of Statistical Planning and Inference\",\"volume\":\"235 \",\"pages\":\"Article 106213\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-07-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Statistical Planning and Inference\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0378375824000703\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Planning and Inference","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0378375824000703","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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.
期刊介绍:
The Journal of Statistical Planning and Inference offers itself as a multifaceted and all-inclusive bridge between classical aspects of statistics and probability, and the emerging interdisciplinary aspects that have a potential of revolutionizing the subject. While we maintain our traditional strength in statistical inference, design, classical probability, and large sample methods, we also have a far more inclusive and broadened scope to keep up with the new problems that confront us as statisticians, mathematicians, and scientists.
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