Maximum likelihood estimation and expectation–maximization algorithm for controlled branching processes
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DOI: 10.1016/j.csda.2015.01.015
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References listed on IDEAS
- Miguel González & Rodrigo Martínez & Inés Puerto, 2004. "Nonparametric estimation of the offspring distribution and the mean for a controlled branching process," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 465-479, December.
- Miguel González & Inés M. Puerto, 2012. "Diffusion Approximation of an Array of Controlled Branching Processes," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 843-861, September.
- Sriram, T.N. & Bhattacharya, A. & González, M. & Martínez, R. & del Puerto, I., 2007. "Estimation of the offspring mean in a controlled branching process with a random control function," Stochastic Processes and their Applications, Elsevier, vol. 117(7), pages 928-946, July.
- Hautphenne, Sophie & Fackrell, Mark, 2014. "An EM algorithm for the model fitting of Markovian binary trees," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 19-34.
- Wang, Naichen & Wang, Lianming & McMahan, Christopher S., 2015. "Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 140-150.
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- Bernhardt, Paul W. & Zhang, Daowen & Wang, Huixia Judy, 2015. "A fast EM algorithm for fitting joint models of a binary response and multiple longitudinal covariates subject to detection limits," Computational Statistics & Data Analysis, Elsevier, vol. 85(C), pages 37-53.
- Veen, Alejandro & Schoenberg, Frederic P., 2008. "Estimation of SpaceTime Branching Process Models in Seismology Using an EMType Algorithm," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 614-624, June.
- Miguel González & Rodrigo Martínez & Iné Puerto, 2005. "Estimation of the variance for a controlled branching process," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 199-213, June.
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Cited by:
- Nina Daskalova, 2017. "Expectation maximization estimates of the offspring probabilities in a class of multitype branching processes with binary family trees," Mathematical Population Studies, Taylor & Francis Journals, vol. 24(4), pages 246-256, October.
- Ramtirthkar, Mukund & Kale, Mohan, 2022. "A note on the local asymptotic mixed normality of a controlled branching process with a random control function," Statistics & Probability Letters, Elsevier, vol. 181(C).
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Keywords
Maximum likelihood estimation; Expectation–maximization algorithm; Branching process; Controlled process;All these keywords.
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