Title of article :
On local asymptotic normality for birth and death on a flow
Author/Authors :
Hِpfner، نويسنده , , R. and Lِcherbach، نويسنده , , E.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
We consider statistical models for birth and death on a flow and prove local asymptotic normality as the observation time approaches infinity; as a consequence, we know how to characterize asymptotically efficient estimators for the unknown parameter. We construct a sequence of minimum distance estimators based on observed death positions which is strongly consistent and asymptotically normal, and improve it to get an efficient estimator for a parameter present in the death rate function.
Keywords :
Birth and death on a flow , Local asymptotic normality , Asymptotic efficiency , Minimum distance estimators
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications