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Branching Markov processes and related asymptotics
- Authors
- Hwang, S. Y.; Basawa, I. V.
- Issue Date
- Jul-2009
- Publisher
- ELSEVIER INC
- Keywords
- Branching processes; Markov processes; Law of large numbers; Central limit theorem; Conditional exponential family; Least squares; Quasilikelihood and maximum likelihood estimation
- Citation
- JOURNAL OF MULTIVARIATE ANALYSIS, v.100, no.6, pp 1155 - 1167
- Pages
- 13
- Journal Title
- JOURNAL OF MULTIVARIATE ANALYSIS
- Volume
- 100
- Number
- 6
- Start Page
- 1155
- End Page
- 1167
- ISSN
- 0047-259X
1095-7243
- Abstract
- Models for Markov processes indexed by a branching process are presented. The new class of models is referred to as the branching Markov process (BMP). The law of large numbers and a central limit theorem for the BMP are established. Bifurcating autoregressive processes ( BAR) are special cases of the general BMP model discussed in the paper. Applications to parameter estimation are also presented. (C) 2008 Elsevier Inc. All rights reserved.
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