Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
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DOI: 10.1016/j.jmva.2015.03.005
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- Xu, Wei, 2014. "Parameter estimation in two-type continuous-state branching processes with immigration," Statistics & Probability Letters, Elsevier, vol. 91(C), pages 124-134.
- Overbeck, Ludger & Rydén, Tobias, 1997. "Estimation in the Cox-Ingersoll-Ross Model," Econometric Theory, Cambridge University Press, vol. 13(3), pages 430-461, June.
- Huang, Jianhui & Ma, Chunhua & Zhu, Cai, 2011. "Estimation for discretely observed continuous state branching processes with immigration," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1104-1111, August.
- Barczy, M. & Ispány, M. & Pap, G., 2011. "Asymptotic behavior of unstable INAR(p) processes," Stochastic Processes and their Applications, Elsevier, vol. 121(3), pages 583-608, March.
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Keywords
Multi-type branching processes with immigration; Conditional least squares estimator;Statistics
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