BulDML at Institute of Mathematics and Informatics >
IMI Periodicals >
Pliska Studia Mathematica Bulgarica >
2009 Volume 19 >

Please use this identifier to cite or link to this item:

Title: Offspring Mean Estimators in Branching Processes with Immigration
Authors: Atanasov, Dimitar
Stoimenova, Vessela
Yanev, Nikolay
Keywords: branching processes with immigration
offspring mean estimatimators
Issue Date: 2009
Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation: Pliska Studia Mathematica Bulgarica, Vol. 19, No 1, (2009), 69p-82p
Abstract: In the present paper we consider the discrete time branching process with immigration and its relationship to the Bienayme-Galton-Watson process with a random number of ancestors. Several estimators of the offspring mean are considered - the Harris estimator, the conditional least squares estimator of Heyde-Seneta, the conditional weighted least squares estimator of Wei-Winnicki and the estimator of Dion and Yanev. Their properties are compared using computational results based on simulations of the entire immigration family trees. The asymptotic normality of the estimator of Dion and Yanev is combined with the general idea of the trimmed and weighted maximum likelihood. As a result, robust modifications of the offspring mean estimator is proposed.
Description: 2000 Mathematics Subject Classification: 60J80.
ISSN: 0204-9805
Appears in Collections:2009 Volume 19

Files in This Item:

File Description SizeFormat
Pliska-19-2009-069-082.pdf2.12 MBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.


Valid XHTML 1.0!   Creative Commons License