Variance Estimators in Critical Branching Processes With Non-Homogeneous Immigration
The asymptotic normality of conditional least squares estimators for the offspring variance in critical branching processes with nonhomogeneous immigration is established, under moment assumptions on both reproduction and immigration. The proofs use martingale techniques and weak convergence results in Skorokhod spaces.
Volume (Year): 19 (2012)
Issue (Month): 4 (October)
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