Conditional least squares estimators for multitype Galton-Watson processes
The goal of the paper is to estimate the first four moments of the offspring and innovation distributions of subcritical, time-homogeneous multitype Galton-Watson processes. We apply the CLS (Conditional Least Squares) and the WCLS (Weighted Conditional Least Squares) methods for this purpose. It is...
Elmentve itt :
| Szerző: | |
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| Dokumentumtípus: | Cikk |
| Megjelent: |
Bolyai Institute, University of Szeged
Szeged
2015
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| Sorozat: | Acta scientiarum mathematicarum
81 No. 1-2 |
| Kulcsszavak: | Matematika |
| Tárgyszavak: | |
| mtmt: | http://dx.doi.org/10.14232/actasm-014-056-7 |
| Online Access: | http://acta.bibl.u-szeged.hu/35209 |
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| 008 | 161017s2015 hu o 000 eng d | ||
| 022 | |a 0001-6969 | ||
| 024 | 7 | |a http://dx.doi.org/10.14232/actasm-014-056-7 |2 doi | |
| 040 | |a SZTE Egyetemi Kiadványok Repozitórium |b hun | ||
| 041 | |a eng | ||
| 100 | 1 | |a Nedényi Fanni | |
| 245 | 1 | 0 | |a Conditional least squares estimators for multitype Galton-Watson processes |h [elektronikus dokumentum] / |c Nedényi Fanni |
| 260 | |a Bolyai Institute, University of Szeged |b Szeged |c 2015 | ||
| 300 | |a 325-348 | ||
| 490 | 0 | |a Acta scientiarum mathematicarum |v 81 No. 1-2 | |
| 520 | 3 | |a The goal of the paper is to estimate the first four moments of the offspring and innovation distributions of subcritical, time-homogeneous multitype Galton-Watson processes. We apply the CLS (Conditional Least Squares) and the WCLS (Weighted Conditional Least Squares) methods for this purpose. It is also shown that under the proper moment conditions the estimators are strongly consistent and the ones of the first two moments are asymptotically normal. | |
| 650 | 4 | |a Természettudományok | |
| 650 | 4 | |a Matematika | |
| 695 | |a Matematika | ||
| 856 | 4 | 0 | |u http://acta.bibl.u-szeged.hu/35209/1/math_081_numb_001_002_325-348.pdf |z Dokumentum-elérés |