| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152514 | Statistics & Probability Letters | 2011 | 8 Pages |
Abstract
We study the problem of parameter estimation for the continuous state branching processes with immigration, observed at discrete time points. The weighted conditional least square estimators (WCLSEs) are used for the drift parameters. Under the proper moment conditions, asymptotic distributions of the WCLSEs are obtained in the supercritical, sub- or critical cases.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jianhui Huang, Chunhua Ma, Cai Zhu,