Estimation for Continuous Branching Processes

@inproceedings{Overbeck1998EstimationFC,
  title={Estimation for Continuous Branching Processes},
  author={Ludger Overbeck},
  year={1998}
}
  • Ludger Overbeck
  • Published 1998
  • Mathematics
  • The maximum-likelihood estimator for the curved exponential family given by continuous branching processes with immigration is investigated. These processes originated from population biology but also model the dynamics of interest rates and development of the state of technology in economics. It is proved that in contrast to branching processes with discrete space and/or time the MLE gives a unified approach to the inference. In order to include singular subdomains of the parameter space we… CONTINUE READING

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