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On local asymptotic normality for birth and death on a flow

  • University Paderborn

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)61-77
Number of pages17
JournalStochastic Processes and their Applications
Volume83
Issue number1
DOIs
Publication statusPublished - 1 Sept 1999
Externally publishedYes

Keywords

  • Asymptotic efficiency
  • Birth and death on a flow
  • Local asymptotic normality
  • Minimum distance estimators

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