Robust Estimation in Multitype Branching Processes Based on their Asymptotic Properties


Autoria(s): Stoimenova, Vessela; Atanasov, Dimitar
Data(s)

20/12/2013

20/12/2013

2011

Resumo

2000 Mathematics Subject Classification: 60J80.

In this work we propose two procedures for robust estimation of the individual distributions of multitype discrete-time Galton-Watson branching processes with an increasing number of ancestors, using the relative frequencies of the process and their asymptotic distributions. The study is based on simulations and numerical results.

The research was partially supported by appropriated state funds for research allocated to Sofia University (contract 112/2010), Bulgaria.

Identificador

Pliska Studia Mathematica Bulgarica, Vol. 20, No 1, (2011), 203p-220p

0204-9805

http://hdl.handle.net/10525/2215

Idioma(s)

en

Publicador

Institute of Mathematics and Informatics Bulgarian Academy of Sciences

Palavras-Chave #Trimmed likelihood #multitype branching process #asymptotic properties #parameter estimation
Tipo

Article