Empirical Likelihood Confidence Regions for Branching Processes with Immigration
Date
2014-05
Authors
Ren, Pin
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Abstract
Branching processes arise in multiple areas of scientic applications such as social science, cell biology, epidemic spread, and nance. This dissertation is concerned with joint inference for the mean and variance parameters of branching processes with immigration. Specically, we describe a new empirical likelihood based methodology for constructing the simultaneous condence region for the mean and variance parameters of the branching processes. We provide a theoretical justication of the proposed methods and an algorithm for computations. Simulation and data analysis results will also be presented.
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Statistics