Parameter estimation in two type continuous state branching processes with immigration
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سال
: 2014شناسه الکترونیک: 10.1016/j.spl.2014.04.021
کلیدواژه(گان): Two,Stochastic differential equation,Conditional least squares estimator,Weighted conditional least squares estimator,Consistency,Central limit theorem
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Parameter estimation in two type continuous state branching processes with immigration
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| contributor author | Xu, Wei | |
| date accessioned | 2020-03-12T16:46:45Z | |
| date available | 2020-03-12T16:46:45Z | |
| date issued | 2014 | |
| identifier issn | 0167-7152 | |
| identifier other | 10.1016-j.spl.2014.04.021.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/932883 | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Parameter estimation in two type continuous state branching processes with immigration | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 7680369 | |
| subject keywords | Two | |
| subject keywords | Stochastic differential equation | |
| subject keywords | Conditional least squares estimator | |
| subject keywords | Weighted conditional least squares estimator | |
| subject keywords | Consistency | |
| subject keywords | Central limit theorem | |
| identifier doi | 10.1016/j.spl.2014.04.021 | |
| journal title | Statistics & Probability Letters | |
| journal volume | 91 | |
| journal issue | 0 | |
| filesize | 428492 | |
| citations | 0 |