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Statistical estimation in a randomly structured branching population

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  • Hoffmann, Marc
  • Marguet, Aline

Abstract

We consider a binary branching process structured by a stochastic trait that evolves according to a diffusion process that triggers the branching events, in the spirit of Kimmel’s model of cell division with parasite infection. Based on the observation of the trait at birth of the first n generations of the process, we construct nonparametric estimator of the transition of the associated bifurcating chain and study the parametric estimation of the branching rate. In the limit n→∞, we obtain asymptotic efficiency in the parametric case and minimax optimality in the nonparametric case.

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  • Hoffmann, Marc & Marguet, Aline, 2019. "Statistical estimation in a randomly structured branching population," Stochastic Processes and their Applications, Elsevier, vol. 129(12), pages 5236-5277.
    • Handle: RePEc:eee:spapps:v:129:y:2019:i:12:p:5236-5277
    DOI: 10.1016/j.spa.2019.02.015
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    References listed on IDEAS

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    1. S. Valère Bitseki Penda & Adélaïde Olivier, 2017. "Autoregressive functions estimation in nonlinear bifurcating autoregressive models," Statistical Inference for Stochastic Processes, Springer, vol. 20(2), pages 179-210, July.
    2. Romain Azaïs & François Dufour & Anne Gégout-Petit, 2014. "Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 950-969, December.
    3. de Saporta, Benoîte & Gégout-Petit, Anne & Marsalle, Laurence, 2012. "Asymmetry tests for bifurcating auto-regressive processes with missing data," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1439-1444.
    4. Hoffmann, Marc, 1999. "Adaptive estimation in diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 135-163, January.
    5. Hoffmann, Marc & Olivier, Adélaïde, 2016. "Nonparametric estimation of the division rate of an age dependent branching process," Stochastic Processes and their Applications, Elsevier, vol. 126(5), pages 1433-1471.
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    Cited by:

    1. Bitseki Penda, S. Valère, 2023. "Moderate deviation principles for kernel estimator of invariant density in bifurcating Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 282-314.
    2. S. Valère Bitseki Penda & Jean-François Delmas, 2023. "Central Limit Theorem for Kernel Estimator of Invariant Density in Bifurcating Markov Chains Models," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1591-1625, September.

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