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 language | English |
|---|---|
| Pages (from-to) | 61-77 |
| Number of pages | 17 |
| Journal | Stochastic Processes and their Applications |
| Volume | 83 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Sept 1999 |
| Externally published | Yes |
Keywords
- Asymptotic efficiency
- Birth and death on a flow
- Local asymptotic normality
- Minimum distance estimators
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