Identification of multitype branching processes

We solve the problem of constructing an asymptotic global confidence region for the means and the covariance matrices of the reproduction distributions involved in a supercritical multitype branching process. Our approach is based on a central limit theorem associated with a quadratic law of large numbers performed by the maximum likelihood estimator of the reproduction law means. (C) 2000 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.