56 resultados para Branching Processes with Immigration
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In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary Ginar(d) and get consistency and asymptotic normality for the corresponding estimators. The technique covers autoregressive moving average time series as well.
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2000 Mathematics Subject Classification: 60J80, 62M05.
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2000 Mathematics Subject Classification: 60J80.
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2000 Mathematics Subject Classi cation: 60J80.
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2010 Mathematics Subject Classification: 60J80.
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2000 Mathematics Subject Classification: primary: 60J80, 60J85, secondary: 62M09, 92D40
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Марусия Н. Славчова-Божкова - В настоящата работа се обобщава една гранична теорема за докритичен многомерен разклоняващ се процес, зависещ от възрастта на частиците с два типа имиграция. Целта е да се обобщи аналогичен резултат в едномерния случай като се прилагат “coupling” метода, теория на възстановяването и регенериращи процеси.
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2000 Mathematics Subject Classification: primary 60J80; secondary 60J85, 92C37.
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2010 Mathematics Subject Classification: 60J80.
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2000 Mathematics Subject Classification: 60J80.
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2000 Mathematics Subject Classification: Primary 60J80, Secondary 60G99.
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2000 Mathematics Subject Classification: 60J80.
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The classical Bienaymé-Galton-Watson (BGW) branching process can be interpreted as mathematical model of population dynamics when the members of an isolated population reproduce themselves independently of each other according to a stochastic law.
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2000 Mathematics Subject Classification: 60J80, 62M05
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2000 Mathematics Subject Classification: 60J80, 60F05