Résumé
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.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 61-77 |
| Nombre de pages | 17 |
| journal | Stochastic Processes and their Applications |
| Volume | 83 |
| Numéro de publication | 1 |
| Les DOIs | |
| état | Publié - 1 sept. 1999 |
| Modification externe | Oui |
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