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Pregled bibliografske jedinice broj: 1096587

Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration

Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje
Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration // Stochastic processes and their applications, 132 (2021), 33-75 doi:10.1016/j.spa.2020.10.004 (međunarodna recenzija, članak, znanstveni)

CROSBI ID: 1096587 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration

Autori
Barczy, Mátyás ; Basrak, Bojan ; Kevei, Péter ; Pap, Gyula ; Planinić, Hrvoje

Izvornik
Stochastic processes and their applications (0304-4149) 132 (2021); 33-75

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Galton–Watson process with immigration ; Conditional least squares estimator ; Regularly varying distribution ; Strong stationarity ; Point process

Sažetak
We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton– Watson processes with regularly varying immigration with tail index α∈(1, 2). The limit law is the ratio of two dependent stable random variables with indices α∕2 and 2α∕3, respectively, and it has a continuously differentiable density function. We use point process technique in the proofs.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Projekti:
MZO-16-1-2016-0027 - Statističko zaključivanje za procese grananja s imigracijama (Basrak, Bojan, MZO ) ( CroRIS)
HRZZ-CSRP 2018-01-180549 - Vjerojatnosni i analitički aspekti generalizirane regularne varijacije (Basrak, Bojan, HRZZ - CSRP-01-2018) ( CroRIS)

Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb

Profili:

Avatar Url Bojan Basrak (autor)

Avatar Url Hrvoje Planinić (autor)

Poveznice na cjeloviti tekst rada:

doi doi.org www.sciencedirect.com

Citiraj ovu publikaciju:

Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje
Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration // Stochastic processes and their applications, 132 (2021), 33-75 doi:10.1016/j.spa.2020.10.004 (međunarodna recenzija, članak, znanstveni)
Barczy, M., Basrak, B., Kevei, P., Pap, G. & Planinić, H. (2021) Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration. Stochastic processes and their applications, 132, 33-75 doi:10.1016/j.spa.2020.10.004.
@article{article, author = {Barczy, M\'{a}ty\'{a}s and Basrak, Bojan and Kevei, P\'{e}ter and Pap, Gyula and Planini\'{c}, Hrvoje}, year = {2021}, pages = {33-75}, DOI = {10.1016/j.spa.2020.10.004}, keywords = {Galton–Watson process with immigration, Conditional least squares estimator, Regularly varying distribution, Strong stationarity, Point process}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2020.10.004}, volume = {132}, issn = {0304-4149}, title = {Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration}, keyword = {Galton–Watson process with immigration, Conditional least squares estimator, Regularly varying distribution, Strong stationarity, Point process} }
@article{article, author = {Barczy, M\'{a}ty\'{a}s and Basrak, Bojan and Kevei, P\'{e}ter and Pap, Gyula and Planini\'{c}, Hrvoje}, year = {2021}, pages = {33-75}, DOI = {10.1016/j.spa.2020.10.004}, keywords = {Galton–Watson process with immigration, Conditional least squares estimator, Regularly varying distribution, Strong stationarity, Point process}, journal = {Stochastic processes and their applications}, doi = {10.1016/j.spa.2020.10.004}, volume = {132}, issn = {0304-4149}, title = {Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration}, keyword = {Galton–Watson process with immigration, Conditional least squares estimator, Regularly varying distribution, Strong stationarity, Point process} }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus

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