带移民分支过程中均值的估计

Estimation of the Means in the Branching Process with Immigration

Annals of Statistics · 1990
被引 80
ABS 4★

中文导读

本文研究带移民分支过程中后代分布均值m和移民分布均值λ的估计问题,旨在建立一种无需事先知道m取值范围的统一估计方法。

Abstract

Let $\{X_n\}$ be the branching process with immigration and let $m$ and $\lambda$ be the means of the offspring and immigration distributions, respectively. Estimation results for $m$ and $\lambda$ were obtained in the literature for the subcritical $(m < 1)$ and supercritical $(m > 1)$ cases, but no unified estimation procedure was developed, which would allow inference without knowledge of the range of $m$. The goal of this paper is to investigate this problem.

统计学随机过程计量经济学应用数学