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Gyula Pap: Statistical inference of 2-type critical primitive Galton-Watson processes with immigration

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Wednesday, 3. September 2014, 14:00 - 16:00
Abstract. In this talk the asymptotic behavior of the conditional least squares estimators of the offspring mean matrix for a 2-type critical primitive Galton-Watson branching process with immigration is described. It turns out that in a degenerate case this estimator is not even weakly consistent. We also study this question for a natural estimator of the spectral radius of the offspring mean matrix, which we call criticality parameter. This is a joint work with Kristóf Körmendi.
Location : Bolyai Intézet, Farkas terem

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