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Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration

Published 28 Jul 2022 in math.PR, math.ST, and stat.TH | (2207.14056v2)

Abstract: We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.

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