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A Linear Immigration-Birth-Death Model and Its Statistical Inference

A Linear Immigration-Birth-Death Model and Its Statistical Inference
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摘要 In this paper, we employ moment generating function to obtain some exact formula of transition probability of immigration-birth-death(IBD) model and discuss the simulation of sample path and statistical inference with complete observations of the IBD process by the exact transition density formula. formula of simulation proccss by In this paper, we employ monmnt generating function to obtain some exact transition probability of inlmigration-birth-death(IBD) model and discuss the of sample path and statistical inference with complete observations of the IBD the exact transition density formula.
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 2014年第3期356-362,共7页 数学季刊(英文版)
基金 Supported by the Fundamental Research Funds for the Central Universities(JBK120405)
关键词 immigration-birth-death process transition density moment generating function maximum likelihood estimator immigration-birth-death process transition density moment generating func-tion maximum likelihood estimator
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