论文标题

超临界连续状态和连续分支过程的条件最小二乘估计器的稳定收敛性随移民

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

论文作者

Barczy, Matyas

论文摘要

我们证明,基于离散时间观察,具有移民的超临界连续状态和连续的时间分支过程的条件最小二乘估计值的稳定收敛。

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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