Asymptotic Behavior of Multi-type Nearly Critical Galton–watson Processes with Immigration

ثبت نشده
چکیده

where {ξn,j , εn: n, j ∈ N} are independent random variables with nonnegative integer values such that for each n ∈ N, {ξn,j : j ∈ N} are identically distributed. We can interpret Xn as the number of individuals in the n-th generation of a population, ξn,j is the number of offsprings produced by the j-th individual belonging to the (n− 1)-th generation, and εn is the number of immigrants in the n-th generation. A zero start one-dimensional inhomogeneous integer-valued autoregressive (INAR) time series is a special single-type GWI process, such that the offspring distributions are Bernoulli.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Limit Laws of Estimators for Critical Multi - Type Galton – Watson Processes

We consider the asymptotics of various estimators based on a large sample of branching trees from a critical multi-type Galton– Watson process, as the sample size increases to infinity. The asymp-totics of additive functions of trees, such as sizes of trees and frequencies of types within trees, a higher-order asymptotic of the " relative frequency " estimator of the left eigenvector of the mea...

متن کامل

Asymptotic Behaviour of Estimators of the Parameters of Nearly Unstable INAR(1) Models

A sequence of first–order integer–valued autoregressive type (INAR(1)) processes is investigated, where the autoregressive type coefficients converge to 1. It is shown that the limiting distribution of the joint conditional least squares estimators for this coefficient and for the mean of the innovation is normal. Consequences for sequences of Galton–Watson branching processes with unobservable...

متن کامل

Some Asymptotic Results for near Critical Branching Processes*

Near critical single type Bienaymé-Galton-Watson (BGW) processes are considered. It is shown that, under appropriate conditions, Yaglom distributions of suitably scaled BGW processes converge to that of the corresponding diffusion approximation. Convergences of stationary distributions for Q-processes and models with immigration to the corresponding distributions of the associated diffusion app...

متن کامل

Asymptotic Inference for Nearly Unstable Inar(1) Models

The first–order integer–valued autoregressive (INAR(1)) process is investigated, where the autoregressive coefficient is close to one. It is shown that the limiting distribution of the conditional least–squares estimator for this coefficient is normal and, in contrast to the familiar AR(1) process, the rate of convergence is n. Finally, the nearly critical Galton–Watson process with unobservabl...

متن کامل

Fluctuation Limit of Branching Processes with Immigration and Estimation of the Means

A sequence of Galton–Watson branching processes with immigration is investigated, when the offspring mean tends to its critical value one and the offspring variance tends to zero. It is shown that the fluctuation limit is an Ornstein– Uhlenbeck type process. As a consequence, in contrast to the case where the offspring variance tends to a positive limit, the conditional least squares estimator ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015