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Maximum likelihood estimation for branching processes with immigration

Published online by Cambridge University Press:  01 July 2016

B. R. Bhat  and
S. R. Adke
B. R. Bhat*
Affiliation:
Karnatak University
S. R. Adke*
Affiliation:
University of Poona
*
∗ Postal address: Department of Statistics, Karnatak University, Dharwad-580 003, India.
∗∗ Postal address: Department of Statistics, University of Poona, Pune 411 007, India.
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Abstract

This paper establishes the strong consistency of the maximum likelihood estimators of the parameters of discrete- and continuous-time Markov branching processes with immigration. The asymptotic distributions of the maximum likelihood estimators of the parameters of a Galton–Watson branching process with immigration are also obtained.

Keywords

ASYMPTOTIC DISTRIBUTIONSMIXING FORM OF CENTRAL LIMIT THEOREMSTRONG CONSISTENCY

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 13 , Issue 3 , September 1981 , pp. 498 - 509
Copyright
Copyright © Applied Probability Trust 1981 

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