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Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration
Stochastic Processes and their Applications ( IF 1.4 ) Pub Date : 2021-02-01 , DOI: 10.1016/j.spa.2020.10.004
Mátyás Barczy , Bojan Basrak , Péter Kevei , Gyula Pap , Hrvoje Planinić

We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $\alpha \in (1,2)$. The limit law is the ratio of two dependent stable random variables with indices $\alpha/2$ and $2\alpha/3$, respectively, and it has a continuously differentiable density function. We use point process technique in the proofs.

中文翻译:

具有规律变化移民的亚临界强平稳 Galton-Watson 过程的统计推断

我们描述了子临界强平稳 Galton-Watson 过程的后代均值的条件最小二乘估计量的渐近行为,该过程具有规则变化的移民,尾指数为 $\alpha\in (1,2)$。极限定律是指数分别为$\alpha/2$和$2\alpha/3$的两个相依稳定随机变量的比值,并且具有连续可微的密度函数。我们在证明中使用点处理技术。
更新日期:2021-02-01
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