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...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.展开更多
基金Supported by the Fundamental Research Funds for the Central Universities(JBK120405)
文摘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.
