论文标题

分支过程中的参数估计几乎确定

Parameter estimation in branching processes with almost sure extinction

论文作者

Braunsteins, Peter, Hautphenne, Sophie, Minuesa, Carmen

论文摘要

我们考虑依赖人群大小的分支过程(PSDBP),这些过程最终随着概率而灭绝。对于这些过程,当当前人口大小为$ z \ geq 1 $时,我们得出了个人的平均后代数量的最大似然估计量。按照分支过程理论的标准,对估计量的渐近分析要求我们在不膨胀的情况下条件至有限的一代$ n $,并让$ n \ to \ to \ infty $;但是,由于流程随概率灭绝而灭绝,因此我们能够证明我们的估计器不满足经典的一致性属性($ c $ - 一致性)。这导致我们定义了$ Q $ - 一致性的概念,我们证明我们的估计器是$ q $ - 一致且渐近正常。为了调查比$ q $ - 一致性估算器更可取的情况,然后我们为亚批判性Galton-Watson分支流程提供两个$ C $ - 一致的估计器。我们的结果依赖于线性操作者理论,耦合论证和Martingale方法的结合。

We consider population-size-dependent branching processes (PSDBPs) which eventually become extinct with probability one. For these processes, we derive maximum likelihood estimators for the mean number of offspring born to individuals when the current population size is $z\geq 1$. As is standard in branching process theory, an asymptotic analysis of the estimators requires us to condition on non-extinction up to a finite generation $n$ and let $n\to\infty$; however, because the processes become extinct with probability one, we are able to demonstrate that our estimators do not satisfy the classical consistency property ($C$-consistency). This leads us to define the concept of $Q$-consistency, and we prove that our estimators are $Q$-consistent and asymptotically normal. To investigate the circumstances in which a $C$-consistent estimator is preferable to a $Q$-consistent estimator, we then provide two $C$-consistent estimators for subcritical Galton-Watson branching processes. Our results rely on a combination of linear operator theory, coupling arguments, and martingale methods.

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