Statistical inference of 2-type critical Galton-Watson processes with immigration

2015/02/17 by Kristóf Körmendi, Körmendi, Kristóf, Gyula Pap +1
Mathematics · #60J80 #62F12 #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #msc:60J80 #msc:62F12 #stat.TH

paper · pdf · doi:10.48550/arxiv.1502.04900

61 pages. Restates Appendices, and some earlier results from arXiv:1210.8315, arXiv:1406.3325, and arXiv:1202.1617 for sake of completeness

arxiv created 2016/05/09 · arxiv updated 2016/05/10

Abstract

In this paper the asymptotic behavior of the conditional least squares estimators of the offspring mean matrix for a 2-type critical positively regular Galton-Watson branching process with immigration is described.We also study this question for a natural estimator of the spectral radius of the offspring mean matrix, which we call criticality parameter. We discuss the subcritical case as well.

Citations

• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration

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