Estimation of the mean in partially observed branching processes with general immigration

被引:0
|
作者
I. Rahimov
机构
[1] Zayed University,Department of Mathematics and Statistics
关键词
Branching process; Immigration; Restricted observation; Offspring mean; Random sum; Limit theorems; Primary 60J80; Secondary 62F12; 60G99;
D O I
暂无
中图分类号
学科分类号
摘要
In the paper we investigate asymptotic properties of the branching process with non-stationary immigration which are sufficient for a natural estimator of the offspring mean based on partial observations to be strongly consistent and asymptotically normal. The estimator uses only a binomially distributed subset of the population of each generation. This approach allows us to obtain results without conditions on the criticality of the process which makes possible to develop a unified estimation procedure without knowledge of the range of the offspring mean. These results are to be contrasted with the existing literature related to i.i.d. immigration case where the asymptotic normality depends on the criticality of the process and are new for the fully observed processes as well. Examples of applications in the process with immigration with regularly varying mean and variance and subcritical processes with i.i.d. immigration are also considered.
引用
收藏
页码:143 / 155
页数:12
相关论文
共 50 条
  • [41] Rate estimation in partially observed Markov jump processes with measurement errors
    Amrein, Michael
    Kuensch, Hans R.
    STATISTICS AND COMPUTING, 2012, 22 (02) : 513 - 526
  • [42] ASYMPTOTIC-BEHAVIOR OF IMMIGRATION-BRANCHING PROCESSES WITH GENERAL SET OF TYPES .2. SUPERCRITICAL BRANCHING PART
    HERING, H
    ADVANCES IN APPLIED PROBABILITY, 1975, 7 (03) : 468 - 494
  • [43] STATISTICAL INFERENCE FOR PARTIALLY OBSERVED BRANCHING PROCESSES WITH APPLICATION TO CELL LINEAGE TRACKING OF IN VIVO HEMATOPOIESIS
    Xu, Jason
    Koelle, Samson
    Guttorp, Peter
    Wu, Chuanfeng
    Dunbar, Cynthia
    Abkowitz, Janis L.
    Minin, Vladimir N.
    ANNALS OF APPLIED STATISTICS, 2019, 13 (04): : 2091 - 2119
  • [44] Large Deviation for Supercritical Branching Processes with Immigration
    Jing Ning LIU
    Mei ZHANG
    Acta Mathematica Sinica,English Series, 2016, (08) : 893 - 900
  • [45] Lower deviations for supercritical branching processes with immigration
    Sun, Qi
    Zhang, Mei
    FRONTIERS OF MATHEMATICS IN CHINA, 2021, 16 (02) : 567 - 594
  • [46] MARKOV BRANCHING-PROCESSES WITH INSTANTANEOUS IMMIGRATION
    CHEN, AY
    RENSHAW, E
    PROBABILITY THEORY AND RELATED FIELDS, 1990, 87 (02) : 209 - 240
  • [47] Immigration processes associated with branching particle systems
    Li, ZH
    ADVANCES IN APPLIED PROBABILITY, 1998, 30 (03) : 657 - 675
  • [48] Large deviation for supercritical branching processes with immigration
    Jing Ning Liu
    Mei Zhang
    Acta Mathematica Sinica, English Series, 2016, 32 : 893 - 900
  • [49] LIMITING DISTRIBUTIONS FOR GENERAL BRANCHING PROCESS WITH IMMIGRATION
    DURHAM, SD
    JOURNAL OF APPLIED PROBABILITY, 1974, 11 (04) : 809 - 813
  • [50] Asymptotic Behaviors for Critical Branching Processes with Immigration
    Li, Dou Dou
    Zhang, Mei
    ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2019, 35 (04) : 537 - 549