{
  "id": "0906.2586",
  "version": "v2",
  "published": "2009-06-15T01:19:37.000Z",
  "updated": "2009-09-12T12:21:59.000Z",
  "title": "A Fluctuation Limit Theorem of Branching Processes with Immigration and Statistical Applications",
  "authors": [
    "Chunhua Ma"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove a general fluctuation limit theorem for Galton-Watson branching processes with immigration. The limit is a time-inhomogeneous OU type process driven by a spectrally positive Levy process. As applications of this result, we obtain some asymptotic estimates for the conditional least-squares estimator of the offspring means and variances of the offspring and immigration distributions.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2009-09-12T12:21:59.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J35",
      "60J80",
      "60H20",
      "60K37"
    ],
    "keywords": [
      "branching processes",
      "statistical applications",
      "immigration",
      "time-inhomogeneous ou type process driven",
      "general fluctuation limit theorem"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0906.2586M"
    }
  }
}