Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

Matyas Barczy

公開日: 2022/7/28

Abstract

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.

Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration | SummarXiv | SummarXiv