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초록
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.
키워드
Branching processes; Markov processes; Law of large numbers; Central limit theorem; Conditional exponential family; Least squares; Quasilikelihood and maximum likelihood estimation; MODEL
- 제목
- Branching Markov processes and related asymptotics
- 저자
- Hwang, S. Y.; Basawa, I. V.
- 발행일
- 2009-07
- 유형
- Article
- 권
- 100
- 호
- 6
- 페이지
- 1155 ~ 1167