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Maximum likelihood estimation for a branching diffusion process

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Abstract

This paper investigates the properties of the maximum likelihood estimators of the drift and diffusion coefficients under three sampling schemes for a branching diffusion process in which the branching process is a linear birth process and the diffusion is in accordance with the Brownian motion with drift.

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Authors and Affiliations

  1. University of Poona, Pune 7, India

    S. R. Adke

Authors
  1. S. R. Adke
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Additional information

This report is based on the investigations carried out by the author during his visit to the V. A. Steklov Mathematical Institute, Leningrad, during October–November 1979.

Published in Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 98, pp. 4–18, 1980.

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Adke, S.R. Maximum likelihood estimation for a branching diffusion process. J Math Sci 21, 1–10 (1983). https://doi.org/10.1007/BF01091450

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  • DOI: https://doi.org/10.1007/BF01091450

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