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Variance estimators in critical branching processes with non-homogeneous immigration (1205.0834v1)
Published 3 May 2012 in math.ST, math.PR, and stat.TH
Abstract: The asymptotic normality of conditional least squares estimators for the offspring variance in critical branching processes with non-homogeneous immigration is established, under moment assumptions on both reproduction and immigration. The proofs use martingale techniques and weak convergence results in Skorokhod spaces.
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