Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration

TL;DR

This paper investigates the asymptotic properties of estimators for a specific class of 2-type continuous-time branching processes with immigration, using low-frequency discrete observations.

Contribution

It provides new insights into the asymptotic behavior of conditional least squares estimators for these complex stochastic processes.

Findings

Asymptotic distribution of estimators derived

Estimation accuracy improved for low-frequency data

Theoretical results applicable to branching processes with immigration

Abstract

We study asymptotic behavior of conditional least squares estimators for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.