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Parametric estimation for simple branching diffusion processes, II

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  • Kulperger, Reg

Abstract

Consider a simple branching diffusion process, which is a branching process in which the individuals move and live and die in space. The offspring distribution has finite moments of all orders. A parametric estimation theory is presented, using time slice data. This involves the use of third order cumulant spectra to identify and estimate the parameters.

Suggested Citation

  • Kulperger, Reg, 1986. "Parametric estimation for simple branching diffusion processes, II," Journal of Multivariate Analysis, Elsevier, vol. 18(2), pages 225-241, April.
    • Handle: RePEc:eee:jmvana:v:18:y:1986:i:2:p:225-241
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    Cited by:

    1. Pablo Olivares & Janko Hernandez, 2012. "Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2012, pages 1-20, November.
    2. Janko Hernandez & Pablo Olivares & Marcos Escobar, 2009. "Asymptotic behavior of maximum likelihood estimators in a branching diffusion model," Statistical Inference for Stochastic Processes, Springer, vol. 12(2), pages 115-137, June.

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