arXiv:1303.5908 [math.PR]AbstractReferencesReviewsResources
Parameter Estimation in Two-type Continuous-state Branching Processes with Immigration
Published 2013-03-24, updated 2013-04-11Version 2
We study the estimation of two-type continuous-state branching processes with immigration (CBI-processes). The ergodicity of the processes is proved. We also establish the strong consistency and central limit theorems of the conditional least squares estimators and the weighted conditional least squares estimators of the drift and diffusion coefficients based on low frequency observations.
Comments: 13 pages
Categories: math.PR
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