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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.

Suggested Citation

  • Ibrahim Rahimov & George P. Yanev, 2012. "Variance Estimators in Critical Branching Processes With Non-Homogeneous Immigration," Mathematical Population Studies, Taylor & Francis Journals, vol. 19(4), pages 188-199, October.
  • Handle: RePEc:taf:mpopst:v:19:y:2012:i:4:p:188-199
    DOI: 10.1080/08898480.2012.718941

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