Statistical inference of subcritical strongly stationary Galton--Watson processes with regularly varying immigration

22 Oct 2020 Barczy Matyas Basrak Bojan Kevei Péter Pap Gyula Planinić Hrvoje

We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $\alpha \in (1,2)$. The limit law is the ratio of two dependent stable random variables with indices $\alpha/2$ and $2\alpha/3$, respectively, and it has a continuously differentiable density function... (read more)

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Categories


  • STATISTICS THEORY
  • PROBABILITY
  • STATISTICS THEORY