文章基本信息

标题：A Note On Estimation In Multitype Supercritical Branching Processes With Immigration
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作者：SANJAY SHETE ; University of Texas M.D. Anderson Cancer Center, Houston, USA ; T.N. SRIRAM 等
期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2003
卷号：65
期号：01
页码：107--121
出版社：Indian Statistical Institute
摘要：For multitype branching processes with immigration, weighted conditional least squares estimator of the mean matrix $M$ and the maximal eigenvalue $\rho$ of $M$ are developed based on little more information about the process than just the generation sizes. For the supercritical case, strong consistency and asymptotic normality of the estimators are established. Comparisons in terms of asymptotic variances show that the weighted conditional least squares estimators derived here are as good as the maximum likelihood estimators obtained by Asmussen and Keiding (1978) under the full family tree information
关键词：Supercritical, weighted conditional least squares, maximal eigenvalue, martingales, invariance principle.