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

Matyas Barczy

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arXiv · 2207.14056

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

Matyas Barczy

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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.

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Matyas Barczy. 2022-07-28. Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration. https://arxiv.org/abs/2207.14056

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