Inference for the diffusion branching process

1 September 1975

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 12 (3) , 588-594
https://doi.org/10.2307/3212875

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.

Keywords

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