Branching Markov processes and related asymptotics

JOURNAL OF MULTIVARIATE ANALYSIS

卷:100

Article

Hwang, S. Y.¹  Basawa, I. V.² 

[1] Sookmyung Womens Univ, Seoul, South Korea

[2] Univ Georgia, Athens, GA 30602 USA

关键词: Branching processes;    Markov processes;    Law of large numbers;    Central limit theorem;    Conditional exponential family;    Least squares;    Quasilikelihood and maximum likelihood estimation;   

DOI  :  10.1016/j.jmva.2008.10.014

来源: Elsevier

【 摘 要 】

Models for Markov processes indexed by a branching process are presented. The new class of models is referred to as the branching Markov process (BMP). The law of large numbers and a central limit theorem for the BMP are established. Bifurcating autoregressive processes ( BAR) are special cases of the general BMP model discussed in the paper. Applications to parameter estimation are also presented. (C) 2008 Elsevier Inc. All rights reserved.

【 授权许可】

Free