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.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 19 (2012)
Issue (Month): 4 (October)
|Contact details of provider:|| Web page: http://www.tandfonline.com/GMPS20|
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/GMPS20|
When requesting a correction, please mention this item's handle: RePEc:taf:mpopst:v:19:y:2012:i:4:p:188-199. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty)
If references are entirely missing, you can add them using this form.