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ASYMPTOTIC TESTS FOR THE CONTINUOUS TIME MARKOV BRANCHING PROCESS WITH IMMIGRATION
Author(s) -
Hudson Irene L.
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb01195.x
Subject(s) - markov chain , branching process , mathematics , statistic , statistics , immigration , markov process , limit (mathematics) , econometrics , statistical physics , physics , mathematical analysis , geography , archaeology
Summary This paper presents limit distributions for the modified score and the likelihood‐ratio (LR) statistic for testing a composite hypothesis involving the split intensity and mean of the offspring distribution of the supercritical continuous time Markov branching process allowing immigration (CBPI). The immigration intensity and mean are treated as nuisance parameters.