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Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process

The log-likelihood of a nonhomogeneous Branching Diffusion Process under several conditions assuring existence and uniqueness of the diffusion part and nonexplosion of the branching process. Expressions for different Fisher information measures are provided. Using the semimartingale structure of the...

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Detalles Bibliográficos
Autores principales: Pablo Olivares, Janko Hernandez
Formato: Artigo
Lenguaje:Inglês
Publicado: Wiley 2012-01-01
Colección:International Journal of Mathematics and Mathematical Sciences
Acceso en línea:http://dx.doi.org/10.1155/2012/515192
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