WEAK CONVERGENCE RESULTS FOR CONTROLLED BRANCHING PROCESSES: STATISTICAL APPLICATIONS

ЗаглавиеWEAK CONVERGENCE RESULTS FOR CONTROLLED BRANCHING PROCESSES: STATISTICAL APPLICATIONS
Вид публикацияJournal Article
Година на публикуване2015
АвториMiguel G, Minuesa C, Del Puerto I
СписаниеAnnuaire de l’Université de Sofia “St. Kliment Ohridski”. Faculté de Mathématiques et Informatique
Том102
Pagination247-256
ISSN0205-0808
Резюме
In this communication it is proved a fluctuation limit theorem for controlled branching processes. Under the conditions that the offspring and control means tend to be $\textit{critical}$, the obtained limit is a diffusion process. This result is applied to conclude that the standard parametric bootstrap weighted conditional least squares estimate for the offspring mean is asymptotically invalid in the critical case.
2000 MSC

60J80, 62M05

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