• Title of article

    Branching Markov processes and related asymptotics

  • Author/Authors

    Hwang، نويسنده , , S.Y. and Basawa، نويسنده , , I.V.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2009
  • Pages
    13
  • From page
    1155
  • To page
    1167
  • 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.
  • Keywords
    primary62P10 , secondary62M99 , branching processes , Law of large numbers , Central Limit Theorem , Conditional exponential family , Quasilikelihood and maximum likelihood estimation , least squares , Markov processes
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2009
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565055

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1565055