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Inference for the diffusion branching process

Published online by Cambridge University Press:  14 July 2016

B. M. Brown
Affiliation:
University of Cambridge
J. I. Hewitt
Affiliation:
University of Cambridge

Abstract

For the diffusion branching process, we consider a method of inference that is essentially sequential in nature. The method allows us to simplify the natural sufficient statistics involved, and we are able to get their distributions quite easily by translating our problem into a standard problem in Brownian motion. Under certain circumstances, we are left with a complete sufficient statistic whose distribution belongs to an exponential family, and can therefore derive minimum variance unbiased estimators, etc.

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1975 

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