ESTIMATION OF THE VARIANCES IN THE BRANCHING-PROCESS WITH IMMIGRATION
成果类型：
Article
署名作者：
WINNICKI, J
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/BF01193583
发表日期：
1991
页码：
77-106
关键词：
摘要：
Estimation theory for the variances of the offspring and immigration distributions in a simple branching process with immigration is developed, analogous to the estimation theory for the means given by Wei and Winnicki (1990). Conditional and weighted conditional least squares estimators are considered and their asymptotic properties for the full range of parameters are studied. Nonexistence of consistent estimators in the critical case is established, which complements analogous result of Wei and Winnicki for the supercritical case.